References
- Chevet , S. 1981 . “ Sur les fonctions alÉatories de Itô-Wick et les integrales multiples ” . In Aspects Statistiques et Aspects Physiques des Processus Gaussiens , 83 – 129 . Paris : Centre National de la Recherche Scientifique .
- Diestel , J. and Uhl , J.J. 1977 . “ Vector Measures ” . In Amer. Math. Soc Providence
- Dunford , N. and Schwartz , J. 1958 . Linear Operators , New York : Interscience . Part I
- Engel , D.D. 1982 . The multiple stochastic integral . Mem. Amer. Math. Soc , 265
- Fox , R. and Taqqu , M.S. 1987 . Multiple stochastic integrals with dependent integrators . J. Mult. Analysis , 21 : 105 – 127 .
- Guichardet , A. 1972 . “ Symmetric Hubert Spaces and Related Topics ” . In Lecture Notes in Mathematics , Vol. 261 , Berlin : Springer Verlag .
- Itô , K. 1951 . Multiple Wiener Integral . J. Math. Soc. Japan , 3 : 157 – 169 .
- Kallianpur , G. 1970 . “ The role of reproducing kernel Hilbert spaces in the study of Gaussian processes ” . In Advances in Probability , Edited by: Ney , P. Vol. 2 , 49 – 83 . New York : Marcel Dekker .
- Krée , P. 1978 . Chaos de Poisson et absolute continuitÉ des processus ponctuels de Poisson . C.R. Acad. Soc. Paris , 286 : 229 – 232 . Série A
- Kussmaul , A.U. 1977 . “ Stochastic Integration and Generalized Martingales ” . In Research Notes in Mathematics 11 , London : Pitman .
- Masani , P. 1968 . Orthogonally Scattered Measure . Advances in Math , 2 : 61 – 117 .
- Neveu , J. 1968 . Processus Aléatories Gaussiens , Les Presses de l’Université de Montréal .
- Ogura , H. 1972 . Orthogonal Functionals of the Poisson Process . IEEE Trans. Information Theory , IT-18 : 473 – 480 .
- Pérez-Abreu , V. 1988 . The exponential space of an L 2 -stochastic process with independent increments . Statist and Probab. Letters , 6 : 413 – 417 .
- Rosinski , J. and Szulga , J. Product random measures and double stochastic integrals . In Proc. Conference on Martingale Theory in Harmonic Analysis and Banach Spaces . 1981 , Cleveland. Vol. 939 , pp. 181 – 199 . New York : Springer Verlag . Lecture Notes in Mathematics
- Surgailis , D. 1984 . On multiple Poisson stochastic integrals and associated Markov semigroup . Probab. and Math. Statist , 3 ( 2 ) : 217 – 239 .
- Wiener , N. 1958 . Nonlinear Problems in Random Theory , Cambridge : MIT Press .
- Krakowiak , W. and Szulga , J. 1988 . On a p-stable multiple Wiener integrals. I . Probab. Th. Rel. Fields , 78 : 437 – 448 .