scientific article; zbMATH DE number 2034512

MaRDI QIDQ4445175zbMATH OpenFDO

Authors Michael B. Marcus, Jan Rosiński

Publication date 28 January 2004

zbMATH Keywords

infinitely divisible random fieldsLévy processesmoving average processes

Mathematics Subject Classification ID

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

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(4)

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

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