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  • Search: subject:"Stochastic integrals stable processes Lp-norms"
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Stochastic integrals stable processes Lp-norms 1 dichotomy theorems partial sums 1
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Horváth, Lajos 1 Shao, Qi-Man 1
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Statistics & Probability Letters 1
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A note on dichotomy theorems for integrals of stable processes
Horváth, Lajos; Shao, Qi-Man - In: Statistics & Probability Letters 19 (1994) 1, pp. 45-49
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.
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