Sample path properties of stochastic processes represented as multiple stable integrals

DOI10.1016/0047-259X(91)90115-IzbMath0751.60037OpenAlexW2071708040MaRDI QIDQ1174801

Murad S. Taqqu, Gennady Samorodnitsky, Jan Rosiński

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(91)90115-i

zbMATH Keywords

Banach spacerandom measurezero-one lawsample path propertiesmultiple stochastic integral processRandom processes with long-range dependence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (2)

Functional regular variation of Lévy-driven multivariate mixed moving average processes ⋮ Series expansions of multiple Lévy integrals

Cites Work

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• Zero-one laws for Gaussian processes

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