On the spectral representations of complex semistable and other infinitely divisible stochastic processes
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Publication:1093247
DOI10.1016/0304-4149(87)90056-1zbMath0628.60062MaRDI QIDQ1093247
Kavi Rama-Murthy, Balram S. Rajput
Publication date: 1987
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(87)90056-1
stochastic integrals; infinitely divisible measures; semistable measures; spectral representations of real semistable processes
60E07: Infinitely divisible distributions; stable distributions
60H05: Stochastic integrals
60G57: Random measures
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Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications, Spectral representations of infinitely divisible processes, On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes
Cites Work
- Ergodic properties of stationary stable processes
- Spectral representation of semistable processes, and semistable laws on Banach spaces
- On the existence and path properties of stochastic integrals
- Selection theorems and their applications
- Prediction of stable processes: Spectral and moving average representations
- Operator semistable probability measures on Banach spaces
- Harmonizable stable processes
- Random integrals of Banach space valued functions
- [https://portal.mardi4nfdi.de/wiki/Publication:5554736 Sur la structure des lois ind�finiment divisibles (classe $$\mathfrak{F}$$ (X)) dans les espaces vectoriels X (sur le corps r�el)]
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