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.
Erraoui, M., & Ouknine, Y. (2011). Fubini theorem for multiparameter stable process. Journal of the Egyptian Mathematical Society, 19(1), 71-77. doi: 10.1016/j.joems.2011.09.010
MLA
Mohamed Erraoui; Youssef Ouknine. "Fubini theorem for multiparameter stable process", Journal of the Egyptian Mathematical Society, 19, 1, 2011, 71-77. doi: 10.1016/j.joems.2011.09.010
HARVARD
Erraoui, M., Ouknine, Y. (2011). 'Fubini theorem for multiparameter stable process', Journal of the Egyptian Mathematical Society, 19(1), pp. 71-77. doi: 10.1016/j.joems.2011.09.010
VANCOUVER
Erraoui, M., Ouknine, Y. Fubini theorem for multiparameter stable process. Journal of the Egyptian Mathematical Society, 2011; 19(1): 71-77. doi: 10.1016/j.joems.2011.09.010
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