MULTIPLE STOCHASTIC INTEGRALS WITH RESPECT TO SYMMETRICAL INFINITELY DIVISIBLE RANDOM MEASURES

• 成果类型: Article
• 署名作者: SZULGA, J
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176990338
• 发表日期: 1991
• 页码: 1145-1156
• 关键词: FORMS

摘要

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