Sample path properties of multidimensional integral with respect to stochastic measure

Abstract

The integral with respect to a multidimensional stochastic measure, for which we assume only $\sigma$-additivity in probability, is studied. The continuity and differentiability of its realizations are established.

arXiv comment19 pages

References in corpus (3)

• Wiener integrals with respect to the Hermite random field and applications to the wave equation
• Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
• Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions