In this paper, we obtain explicit product and moment formulas for products of iterated integrals generated by families of square integrable martingales associated with an arbitrary Lévy process. We propose a new approach applying the theory of compensated-covariation stable families of martingales. Our main tool is a representation formula for products of elements of a compensated-covariation stable family, which enables us to consider Lévy processes, with both jumps and Gaussian part.

中文翻译：

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迭代随机积分的乘积和矩公式（与Lévy过程相关）

在本文中，我们获得了由与任意Lévy过程相关的正方形可积mar族生成的迭代积分乘积的显式乘积和矩公式。我们提出了一种利用applying的补偿协方差稳定族理论的新方法。我们的主要工具是补偿协变量稳定族元素乘积的表示公式，使我们能够考虑跳变和高斯部分的Lévy过程。