On sample path properties of semistable processes
This paper contains three main results: In the first result a correspondence principle between semistable measures on Lp, 1 <= p < [infinity], and Banach space valued semistable processes is established. In the second result it is shown that the paths of a Banach space valued semistable process belong to Lp with probability zero or one, and necessary and sufficient conditions for the two alternatives to hold are given. In the third result necessary and sufficient conditions are given for almost sure path absolute continuity for certain Banach space valued semistable processes.
Year of publication: |
1987
|
---|---|
Authors: | Rajput, Balram S. ; Rama-Murthy, Kavi |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 21.1987, 2, p. 324-336
|
Publisher: |
Elsevier |
Keywords: | semistable processes sample path properties zero-one law |
Saved in:
Saved in favorites
Similar items by person
-
Spectral representation of semistable processes, and semistable laws on Banach spaces
Rajput, Balram S., (1987)
-
A representation of the characteristic function of a stable probability measure on certain TV spaces
Rajput, Balram S., (1976)
-
On Gaussian measures in certain locally convex spaces
Rajput, Balram S., (1972)
- More ...