On stochastic integral representation of stable processes with sample paths in Banach spaces
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Publication:1084754
DOI10.1016/0047-259X(86)90084-9zbMATH Open0606.60041MaRDI QIDQ1084754FDOQ1084754
Authors: Jan Rosiński 
Publication date: 1986
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
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Infinitely divisible distributions; stable distributions (60E07) Probability theory on linear topological spaces (60B11) Sample path properties (60G17) Stochastic integrals (60H05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Cites Work
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Cited In (28)
- More on \(P\)-stable convex sets in Banach spaces
- Spectral representation of semistable processes, and semistable laws on Banach spaces
- On path properties of certain infinitely divisible processes
- On sample path properties of semistable processes
- Sample path properties of stochastic processes represented as multiple stable integrals
- Functional regular variation of Lévy-driven multivariate mixed moving average processes
- Random Measures and Applications
- Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes
- Quasi Ornstein-Uhlenbeck processes
- Ruin probability with claims modeled by a stationary ergodic stable process.
- Continuity of symmetric stable processes
- Local nondeterminism and local times for stable processes
- Dyadic approximation of double integrals with respect to symmetric stable processes
- Marcinkiewicz-type strong laws for partially exchangeable arrays
- On the representation of certain classes of stochastic Itô integrals in the form of pathwise Lebesgue integrals
- Multiple stable integrals of Banach-valued functions
- Sample quantiles of heavy tailed stochastic processes
- On local fluctuations of stable moving average processes
- Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes
- Local time for stable moving average processes: Hölder conditions
- Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
- On stable processes of bounded variation
- Title not available (Why is that?)
- Random rewards, fractional Brownian local times and stable self-similar processes
- Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.
- Spectral representations of infinitely divisible processes
- Title not available (Why is that?)
- Lévy driven moving averages and semimartingales
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