On a characterization of symmetric stable processes

DOI10.1007/BF02189671MaRDI QIDQ793431zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1983

Published in Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/136989

zbMATH Keywords

characterization of symmetric stable and Gaussian distributionscharacterization theorem for symmetric stable processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Functional equations for functions with more general domains and/or ranges (39B52)

Cites work

• scientific article; zbMATH DE number 3723580 (Why is no real title available?)
• scientific article; zbMATH DE number 3600945 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• Characterization of stable processes by identically distributed stochastic integrals
• Characterization of stochastic processes by stochastic integrals
• Estimation of the Location of the Cusp of a Continuous Density

Cited in

(10)

• Symmetrization, symmetric stable processes, and Riesz capacities
• The stable processes on symmetric matrices
• Null flows, positive flows and the structure of stationary symmetric stable processes
• On some path properties of symmetric stable-like processes for one dimension
• Continuity of symmetric stable processes
• scientific article; zbMATH DE number 1047994 (Why is no real title available?)
• Explicit identities for Lévy processes associated to symmetric stable processes
• Symmetric stable processes in cones
• Some mixing conditions for stationary symmetric stable stochastic processes
• On the convex hull of symmetric stable processes

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