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Convergence in variation of the laws of multiple stable integrals
Authors:Jean-Christophe Breton
Affiliation:Laboratoire de mathématiques et applications, Université de La Rochelle, avenue Michel Crépeau, 17042 La Rochelle cedex, France
Abstract:
Multiple stable integrals generalize Wiener–Itô integrals, their construction being based upon a generalized LePage representation. This approach allows one to study their behaviour. We are interested in this Note in the continuity for total variation norm of the laws of these integrals Id(f) with respect to f. To cite this article: J.-C. Breton, C. R. Acad. Sci. Paris, Ser. I 338 (2004).
Keywords:
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