Multiple stable integrals: representation, absolute continuity of their law

被引:1
|
作者
Breton, JC [1 ]
机构
[1] Univ Lille 1, UFR Math, Lab Stat & Probabil, F-59655 Villeneuve Dascq, France
关键词
D O I
10.1016/S0764-4442(00)01713-4
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We are interested in d-multiple alpha -stable integrals, we define them giving a series representation of LePage type of these integrals. We use it to obtain the absolute continuity of their laws. (C) 2000 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.
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收藏
页码:717 / 720
页数:4
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