• G. PECCATI

Code(s) de Classification MSC:

• 60F99 None of the above but in this section
• 60G10 Stationary processes
• 60G15 Gaussian processes
• 60J30 Processes with independent increments
• 60G57 Random measures

Résumé: We generalize to a multi dimensional setting the results of Jeulin-Yor (1978) and Jeulin (1980) about the (absolute and non absolute) convergence of certain Riemann integrals, involving the increments of a Brownian Motion or, more generally, of a stable Lévy process. We relate these results to the theory of Weak Brownian Motions, to Hardy's type inequalities and to stationary Ornstein - Uhlenbeck processes.

Mots Clés: Brownian Motion ; Stable Lévy Processes ; Multiple Random Integrals ; Multiple Stochastic Integrals ; Jeulin's Lemma ; Time-Space Brownian Chaos ; Hardy's type Inequalities ; Brownian Sheet ; Ornstein -Uhlenbeck processes

Date: 2000-12-07

Prépublication numéro: PMA-626