2009 Volume 32 Issue 2 Pages 231-237
We show that the random Fourier-Stieltjes (RFS) series associated with a stochastic process of independent and symmetric increments whose laws belong to the domain of symmetric stable distribution converges in the mean to a stochastic integral. We also show that the conjugate RFS series converges in the mean to a stochastic integral. Both the series are also shown to be Abel summable.
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