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.

Dettagli Bibliografici
Autori principali: Mohamed Erraoui, Youssef Ouknine
Natura: Articolo
Lingua:English
Pubblicazione: SpringerOpen 2011-04-01
Serie:Journal of the Egyptian Mathematical Society
Soggetti:
Accesso online:http://www.sciencedirect.com/science/article/pii/S1110256X11000137