Probability Theory
Convergence in variation of the laws of multiple stable integrals

Presented by: Marc Yor

Breton, Jean-Christophe1
1 Laboratoire de mathématiques et applications, Université de La Rochelle, avenue Michel Crépeau, 17042 La Rochelle cedex, France
Comptes Rendus. Mathématique, Volume 338 (2004) no. 3, pp. 239-244.

Multiple stable integrals generalize Wiener–Itô integrals, their construction being based upon a generalized LePage representation. This approach allows one to study their behaviour. We are interested in this Note in the continuity for total variation norm of the laws of these integrals Id(f) with respect to f.

Les intégrales stables multiples généralisent celles de Wiener–Itô, leur construction est fondée sur une représentation de LePage généralisée. Cette approche permet d'étudier leur loi. Nous nous intéressons dans cette Note à la continuité pour la variation totale des lois de ces intégrales Id(f) par rapport à f.

Received:
Accepted:
Published online:
DOI: 10.1016/j.crma.2003.11.020
Breton, Jean-Christophe 1

1 Laboratoire de mathématiques et applications, Université de La Rochelle, avenue Michel Crépeau, 17042 La Rochelle cedex, France 
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Breton, Jean-Christophe. Convergence in variation of the laws of multiple stable integrals. Comptes Rendus. Mathématique, Volume 338 (2004) no. 3, pp. 239-244. doi : 10.1016/j.crma.2003.11.020. https://www.numdam.org/articles/10.1016/j.crma.2003.11.020/

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