Stable Processes, Mixing, and Distributional Properties. I

DOI10.1137/S0040585X97983286MaRDI QIDQ3605047zbMATH OpenFDO

Authors Wissem Jedidi

Publication date 19 February 2009

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

densitystable processesderivatives

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

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Cited in

(7)

• Lévy mixing
• Classes of mixing stable processes
• Mixtures in nonstable Lévy processes
• Stable processes, mixing, and distributional properties. II.
• Some mixing conditions for stationary symmetric stable stochastic processes
• Characterization of multivariate stable processes
• On stochastic processes associated with relativistic stable distributions

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