Some path properties of pth order and symmetric stable processes

DOI10.1214/AOP/1176994575MaRDI QIDQ1148612zbMATH OpenOpenAlexFDO

Authors Stamatis Cambanis, Grady Miller

Publication date 1980

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994575

zbMATH Keywords

absolute continuity of pathsintegrability of pathsmeasurable processespth order processessub-Gaussian processessymmetric stable processes

Mathematics Subject Classification ID

Sample path properties (60G17)

Cited in

(13)

• On stochastic integral representation of stable processes with sample paths in Banach spaces
• On sample path properties of semistable processes
• A note on dichotomy theorems for integrals of stable processes
• On stable processes of bounded variation
• Variations of Fréchet measures of \(p\)-stable motions
• Infinite variance self-similar processes subordinate to a poisson measure
• Cross-codifference for bidimensional VAR(1) time series with infinite variance
• Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise
• Wavelet-based estimation for multivariate stable laws
• Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
• Two classes of self-similar stable processes with stationary increments
• Spectral density estimation for stationary stable processes
• Stable-bounded subsets of \(L^{\alpha}\), and sample unboundedness of symmetric stable processes

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