Sample path properties of stochastic processes represented as multiple stable integrals

DOI10.1016/0047-259X(91)90115-IMaRDI QIDQ1174801zbMATH OpenOpenAlexFDO

Authors Murad S. Taqqu, Jan Rosiński, Gennady Samorodnitsky

Publication date 25 June 1992

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(91)90115-i

zbMATH Keywords

Banach spacezero-one lawrandom measuresample path propertiesmultiple stochastic integral processRandom processes with long-range dependence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Stochastic integrals (60H05)

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Cited in

(6)

• Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Functional regular variation of Lévy-driven multivariate mixed moving average processes
• Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
• Series expansions of multiple Lévy integrals
• Sample path properties of Volterra processes

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