Journal of Theoretical Probability

, Volume 18, Issue 1, pp 43–77 | Cite as

Absolute Continuity of Joint Laws of Multiple Stable Stochastic Integrals


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.


Multiple stable stochastic integrals random measure LePage representation absolute continuity stratification method Skorohod space 


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Copyright information

© Springer 2005

Authors and Affiliations

  1. 1.Laboratoire de Mathématiques et ApplicationsUniversité de La RochelleLa Rochelle cedexFrance

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