scientific article; zbMATH DE number 2034512

MaRDI QIDQ4445175zbMATH OpenFDO

Authors Michael B. Marcus, Jan Rosiński

Publication date 28 January 2004

zbMATH Keywords

moving average processesinfinitely divisible random fieldsLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Sample path properties (60G17) Stochastic integrals (60H05)

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(4)

• The suprema of infinitely divisible processes
• Lévy driven moving averages and semimartingales
• Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
• Almost sure continuity of stable moving average processes with index less than one

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