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- W2045731600 abstract "Recently, Rosinski and Woyczynski have given necessary and sufficient conditions for the existence of the double integral with respect to a symmetric stable process of index α in [1, 2). In their approach the double integral is defined as an iterated Itô-type integral. We show here that it can also be defined as the limit of integrals of step functions and that the two approaches are equivalent. For many purposes this result reduces the study of double integrals to that of quadratic forms in independent stable random variables." @default.
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- W2045731600 title "Dyadic approximation of double integrals with respect to symmetric stable processes" @default.
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- W2045731600 doi "https://doi.org/10.1016/0304-4149(86)90009-8" @default.
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