| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 483734 | Journal of the Egyptian Mathematical Society | 2011 | 7 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Mohamed Erraoui, Youssef Ouknine,