Author： Breton Jean-Christophe
Publisher： Springer Publishing Company
ISSN： 0894-9840
Source： Journal of Theoretical Probability, Vol.18, Iss.1, 2005-01, pp. : 43-77
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Abstract
We are interested in the laws of multiple stable stochastic integrals defined by LePage series representation in references(3,10,11). We continue the study started in Ref. 3 and give conditions ensuring absolute continuity of joint laws of stable integrals. To this end, we apply a stratification method on the Skorohod space on which we first take back the problem.
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