On the spectral representations of complex semistable and other infinitely divisible stochastic processes

DOI10.1016/0304-4149(87)90056-1zbMath0628.60062MaRDI QIDQ1093247

Kavi Rama-Murthy, Balram S. Rajput

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90056-1

zbMATH Keywords

stochastic integrals; infinitely divisible measures; semistable measures; spectral representations of real semistable processes

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60H05: Stochastic integrals

60G57: Random measures

Related Items

Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications, Spectral representations of infinitely divisible processes, On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes

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