On path properties of certain infinitely divisible processes

DOI10.1016/0304-4149(89)90067-7MaRDI QIDQ751720zbMATH OpenOpenAlexFDO

Authors Jan Rosiński

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0304-4149(89)90067-7

zbMATH Keywords

infinitely divisible processessample path propertiesLe Page-type series representationseries and stochastic integral representations of infinitely divisible processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random measures (60G57) Sample path properties (60G17)

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Cites work

• scientific article; zbMATH DE number 3423366 (Why is no real title available?)
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• On series representations of infinitely divisible random vectors
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Random measures and harmonizable sequences
• Some zero-one laws for Gaussian processes
• Spectral representations of infinitely divisible processes
• 𝜉-radial processes and random Fourier series

Cited in

(46)

• On the conditional small ball property of multivariate Lévy-driven moving average processes
• Path and semimartingale properties of chaos processes
• On roughness indices for fractional fields
• scientific article; zbMATH DE number 4211179 (Why is no real title available?)
• Integrability conditions for space-time stochastic integrals: theory and applications
• On the oscillation of infinitely divisible and some other processes
• Fractional Lévy processes as a result of compact interval integral transformation
• A Law of Large Numbers for the Power Variation of Fractional Lévy Processes
• Regularity of infinitely divisible processes
• Sample path properties of stochastic processes represented as multiple stable integrals
• On operator fractional Lévy motion: integral representations and time-reversibility
• Functional regular variation of Lévy-driven multivariate mixed moving average processes
• Fractional Lévy processes with an application to long memory moving average processes
• On fractional Lévy processes: tempering, sample path properties and stochastic integration
• Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
• A general approach to sample path generation of infinitely divisible processes via shot noise representation
• Hölder regularity for operator scaling stable random fields
• Brownian motion and parabolic Anderson model in a renormalized Poisson potential
• High level excursion set geometry for non-Gaussian infinitely divisible random fields
• On the class of distributions of subordinated Lévy processes and bases
• Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises
• Aggregation of random-coefficient AR(1) process with infinite variance and common innovations
• Mild solution to parabolic Anderson model in Gaussian and Poisson potential
• Multiple extremal integrals
• Polar decomposition of scale-homogeneous measures with application to Lévy measures of strictly stable laws
• Fractional stable random fields on the Sierpiński gasket
• The likelihood ratio detector for non-Gaussian infinitely divisible, and linear stochastic processes
• On infinitely divisible semimartingales
• Path properties of an infinite system of Wiener processes
• Multiple stable integrals of Banach-valued functions
• On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
• Infinitely divisible OS-positive processes
• A class of infinitely divisible distributions connected to branching processes and random walks
• A weak solution theory for stochastic Volterra equations of convolution type
• Simulation of stochastic Volterra equations driven by space-time Lévy noise
• Series expansions of multiple Lévy integrals
• On fractional tempered stable motion
• Two classes of self-similar stable processes with stationary increments
• Series Representation of Time-Stable Stochastic Processes
• Simulation of a local time fractional stable motion
• Uniform modulus of continuity of random fields
• A general framework for simulation of fractional fields
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes
• Series expansions for stochastic partial differential equations with symmetric -stable Lévy noise
• Characterization of the finite variation property for a class of stationary increment infinitely divisible processes
• Lévy driven moving averages and semimartingales

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