Dang Hung Thang

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\limits_0^1ud Z_p  can be defined for processes u which are non-anticipating with respect to Z_p.