Fubini theorem for multiparameter stable process

Journal of the Egyptian Mathematical Society

关键词: Integration by parts;    Fubini’s theorem;    Stable processes;    Stable sheet;    Lévy functionals;   

DOI  :  10.1016/j.joems.2011.09.010

来源: DOAJ

【 摘 要 】

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.

【 授权许可】

Unknown