Stable Processes, Mixing, and Distributional Properties. I

DOI10.1137/S0040585X97983286zbMATH Open1156.60031MaRDI QIDQ3605047FDOQ3605047

Authors: Wissem Jedidi 

Publication date: 19 February 2009

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

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zbMATH Keywords

densitystable processesderivatives

Mathematics Subject Classification ID

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

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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