Absolue continuité des lois jointes des intégrales stables multiplesAbsolute continuity of joint laws of multiple stable integrals |
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Authors: | Jean-Christophe Breton |
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Institution: | Laboratoire de statistique et probabilités, Bât. M2, FRE-CNRS 2222, Université des sciences et technologies de Lille, 59655 Villeneuve d''Ascq cedex, France |
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Abstract: | We are interested in the laws of multiple stable stochastic integrals defined by LePage series representation (see 1,6]). We continue the study begun in 1] giving conditions ensuring absolute continuity of joint laws of stable integrals. To this way, we apply a stratification method on the Skorokhod space on which we first take back the problem. To cite this article: J.-C. Breton, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 135–138 |
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