Multiple Stochastic Integrals with Respect to Symmetric Infinitely Divisible Random Measures

Jerzy Szulga

doi:10.1214/aop/1176990338

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Home > Journals > Ann. Probab. > Volume 19 > Issue 3 > Article

July, 1991 Multiple Stochastic Integrals with Respect to Symmetric Infinitely Divisible Random Measures

Jerzy Szulga

Ann. Probab. 19(3): 1145-1156 (July, 1991). DOI: 10.1214/aop/1176990338

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Abstract

Multiple stochastic integrals with respect to an infinitely divisible symmetric random measure are constructed for integrands taking values in a Banach space.

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Jerzy Szulga. "Multiple Stochastic Integrals with Respect to Symmetric Infinitely Divisible Random Measures." Ann. Probab. 19 (3) 1145 - 1156, July, 1991. https://doi.org/10.1214/aop/1176990338

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Published: July, 1991

First available in Project Euclid: 19 April 2007

zbMATH: 0737.60046

MathSciNet: MR1112410

Digital Object Identifier: 10.1214/aop/1176990338

Subjects:

Primary: 60H05

Secondary: 60G57

Keywords: Banach space , Hilbert space , infinitely divisible random measure , integral , Multiple stochastic integral , multiple Wiener integral , Poisson process , stochastic integral

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Ann. Probab.

Vol.19 • No. 3 • July, 1991

Institute of Mathematical Statistics

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Jerzy Szulga "Multiple Stochastic Integrals with Respect to Symmetric Infinitely Divisible Random Measures," The Annals of Probability, Ann. Probab. 19(3), 1145-1156, (July, 1991)

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