On sample path properties of semistable processes (Q1098486)
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English | On sample path properties of semistable processes |
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On sample path properties of semistable processes (English)
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1987
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The authors show that the well-known correspondence principle between Gaussian and stable processes and measures on \(L_ p\) spaces extends to Banach valued r-semistable index \(\alpha\) processes and measures on \(L_ p\), \(1\leq p<\infty.\) In the second result, it is shown that paths of B-valued r-semistable processes belong to \(L_ p\) with probability zero or one. Finally, several necessary and sufficient conditions for almost sure path absolute continuity for r-semistable B-valued separable processes, under certain conditions on B, are given.
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sample path properties
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zero-one-law
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stable processes
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r-semistable processes
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