Construction of multiple stable measures and integrals using Lepage representation

Gennady Samorodnitsky
Murad S. Taqqu

Abstract:

Consider a symmetric -stable, , random measure M with a Radon control measure, defined on . Let f be a Banach-valued deterministic function defined on , symmetric in its arguments and vanishing on the diagonals. We provide a construction of the product measure and of the multiple stochastic integral by using a multiple Lepage representation.