Absolute Continuity of Joint Laws of Multiple Stable Stochastic Integrals

Jean-Christophe Breton ()
Additional contact information
Jean-Christophe Breton: Université de La Rochelle

Journal of Theoretical Probability, 2005, vol. 18, issue 1, 43-77

Abstract: We are interested in the laws of multiple stable stochastic integrals defined by LePage series representation in references(3,10,11). We continue the study started in Ref. 3 and give conditions ensuring absolute continuity of joint laws of stable integrals. To this end, we apply a stratification method on the Skorohod space on which we first take back the problem.

Keywords: Multiple stable stochastic integrals; random measure; LePage representation; absolute continuity; stratification method; Skorohod space (search for similar items in EconPapers)
Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-004-2575-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:18:y:2005:i:1:d:10.1007_s10959-004-2575-5

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-004-2575-5

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().