A note on dichotomy theorems for integrals of stable processes
We find necessary and sufficient conditions for the almost sure finiteness of weighted integrals of stable processes with parameters [alpha] = 1 and [beta] [not equal to] 0.
Year of publication: |
1994
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---|---|
Authors: | Horváth, Lajos ; Shao, Qi-Man |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 19.1994, 1, p. 45-49
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Publisher: |
Elsevier |
Subject: | Stochastic integrals stable processes Lp-norms | dichotomy theorems partial sums |
Saved in:
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