Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes

DOI10.1016/S0304-4149(98)00055-6zbMath0934.60009OpenAlexW2044932158MaRDI QIDQ1807268

Gennady Samorodnitsky, Michael Braverman

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00055-6

zbMATH Keywords

integrabilityOrlicz spacesstable processesabsolute continuityinfinitely divisible processes\(L^p\) spacesrandom seriesLévy measures in Banach spaces

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Probability theory on linear topological spaces (60B11)

Related Items (7)

Lévy driven moving averages and semimartingales ⋮ On the divergence and vorticity of vector ambit fields ⋮ High level excursion set geometry for non-Gaussian infinitely divisible random fields ⋮ On limit theory for functionals of stationary increments Lévy driven moving averages ⋮ Lipschitz conditions for stochastic processes in the Banach spaces $\mathbb {F}_\psi (\Omega )$ of random variables ⋮ Power variations for fractional type infinitely divisible random fields ⋮ Lipschitz conditions for random processes from L_p(Ω) spaces of random variables

Cites Work

• Distributions of subadditive functionals of sample paths of infinitely divisible processes
• On series representations of infinitely divisible random vectors
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Double stochastic integrals, random quadratic forms and random series in Orlicz spaces
• Spectral representations of infinitely divisible processes
• Stable processes with sample paths in Orlicz spaces
• 𝜉-radial processes and random Fourier series
• On Infinitely Divisible Distributions
• Random integrals of Banach space valued functions
• Existence of measurable modifications of stochastic processes
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