Existence of a double random integral with respect to stable measures

Abstract

In this paper, the authors study a double random integral of the form [integral operator]01[integral operator]01f(s,t) M(ds) M(dt), where M(0,t) is a stable process with independent increments. Basically, the Wiener approach is used, and the existence of the above integral is established for a wide class of functions f.Double random integral stable random measure random quadratic form