Acta Mathematica Vietnamica
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ON ITO STOCHASTIC INTEGRAL WITH RESPECT TO VECTOR STABLE RANDOM MEASURES
DANG HUNG THANGpp. 171-181
Abstract
Let $Z_p$ be a vector $p$-stable random measure with values in a $q$-smoothable Banach space, where $p > q$ if $p < 2$ and $q = 2$ if $p = 2$. It is shown that the stochastic integral $\int_0^1udZ_p$ can be defined for processes $u$ which are non-anticipating with respect to $Z_p$.