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387178

Fubini theorem for multiparameter stable process

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Last updated: 05 Jan 2025

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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.

DOI

10.1016/j.joems.2011.09.010

Keywords

Integration by parts, Fubini’s theorem, Stable processes, Stable sheet, Le´vy functionals

Authors

First Name

Mohamed

Last Name

Erraoui

MiddleName

-

Affiliation

Faculte´ des Sciences Semlalia, De´partement de Mathe´matiques, Universite´ Cadi Ayyad, BP 2390, Marrakech, Morocco

Email

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City

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Orcid

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First Name

Youssef

Last Name

Ouknine

MiddleName

-

Affiliation

Faculte´ des Sciences Semlalia, De´partement de Mathe´matiques, Universite´ Cadi Ayyad, BP 2390, Marrakech, Morocco

Email

ouknine@ucam.ac.ma

City

-

Orcid

-

Volume

19

Article Issue

1

Related Issue

50532

Issue Date

2011-06-01

Receive Date

2024-10-20

Publish Date

2011-06-01

Page Start

71

Page End

77

Print ISSN

1110-256X

Online ISSN

2090-9128

Article File

JOEMS_Volume 19_Issue 1_Pages 71-77.pdf

PDF . 411.1kB

Link

https://joems.journals.ekb.eg/article_387178.html

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https://joems.journals.ekb.eg/service?article_code=387178

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387,178

Publication Type

Journal

Publication Title

Journal of the Egyptian Mathematical Society

Publication Link

https://joems.journals.ekb.eg/

MainTitle

Fubini theorem for multiparameter stable process

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Article

Created At

21 Dec 2024