Erraoui, M., Ouknine, Y. (2011). Fubini theorem for multiparameter stable process. test, 19(1), 71-77. doi: 10.1016/j.joems.2011.09.010
Mohamed Erraoui; Youssef Ouknine. "Fubini theorem for multiparameter stable process". test, 19, 1, 2011, 71-77. doi: 10.1016/j.joems.2011.09.010
Erraoui, M., Ouknine, Y. (2011). 'Fubini theorem for multiparameter stable process', test, 19(1), pp. 71-77. doi: 10.1016/j.joems.2011.09.010
Erraoui, M., Ouknine, Y. Fubini theorem for multiparameter stable process. test, 2011; 19(1): 71-77. doi: 10.1016/j.joems.2011.09.010

Fubini theorem for multiparameter stable process

Journal of the Egyptian Mathematical Society
Volume 19, Issue 1, June 2011, Pages 71-77    PDF (401.47 K)
DOI: 10.1016/j.joems.2011.09.010
Authors
Mohamed Erraoui; Youssef Ouknine*
Faculte´ des Sciences Semlalia, De´partement de Mathe´matiques, Universite´ Cadi Ayyad, BP 2390, Marrakech, Morocco
Abstract
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.
Keywords
Integration by parts; Fubini’s theorem; Stable processes; Stable sheet; Le´vy functionals
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