Necessary and sufficient conditions are presented for the measurability of $p$th order or symmetric stable stochastic processes and for the integrability or absolute continuity of sample paths of symmetric stable processes. Also obtained are sufficient conditions for absolute continuity of $p$th order processes.
Publié le : 1980-12-14
Classification:
Symmetric stable processes,
$p$th order processes,
measurable processes,
sub-Gaussian processes,
absolute continuity of paths,
integrability of paths,
60G17
@article{1176994575,
author = {Cambanis, Stamatis and Miller, Grady},
title = {Some Path Properties of $p$th Order and Symmetric Stable Processes},
journal = {Ann. Probab.},
volume = {8},
number = {6},
year = {1980},
pages = { 1148-1156},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994575}
}
Cambanis, Stamatis; Miller, Grady. Some Path Properties of $p$th Order and Symmetric Stable Processes. Ann. Probab., Tome 8 (1980) no. 6, pp. 1148-1156. http://gdmltest.u-ga.fr/item/1176994575/