On stochastic integral representation of stable processes with sample paths in Banach spaces
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Publication:1084754
DOI10.1016/0047-259X(86)90084-9zbMath0606.60041MaRDI QIDQ1084754
Publication date: 1986
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
characterization of the absolute continuitystable measures on Banach spacesstochastic integral representation of stable processes
Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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Ruin probability with claims modeled by a stationary ergodic stable process. ⋮ Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ Lévy driven moving averages and semimartingales ⋮ Random Measures and Applications ⋮ Sample quantiles of heavy tailed stochastic processes ⋮ Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes ⋮ Random rewards, fractional Brownian local times and stable self-similar processes ⋮ Spectral representations of infinitely divisible processes ⋮ Local nondeterminism and local times for stable processes ⋮ Continuity of symmetric stable processes ⋮ On stable processes of bounded variation ⋮ Functional regular variation of Lévy-driven multivariate mixed moving average processes ⋮ Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations ⋮ Quasi Ornstein-Uhlenbeck processes ⋮ Multiple stable integrals of Banach-valued functions ⋮ Sample path properties of stochastic processes represented as multiple stable integrals ⋮ Marcinkiewicz-type strong laws for partially exchangeable arrays ⋮ On local fluctuations of stable moving average processes ⋮ Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes ⋮ On path properties of certain infinitely divisible processes ⋮ Dyadic approximation of double integrals with respect to symmetric stable processes ⋮ Local time for stable moving average processes: Hölder conditions ⋮ More on \(P\)-stable convex sets in Banach spaces
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