Fubini theorem for multiparameter stable process
We prove stochastic Fubini theorem for general stable measure which will be used to develop some identities in law for functionals of one and two-parameter stable processes. This result is subsequently used to establish the integration by parts formula for stable sheet.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2011-04-01
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| Series: | Journal of the Egyptian Mathematical Society |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S1110256X11000137 |