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Certain path properties of a symmetric [alpha]-stable process X(t) = [integral operator]Sh(t, s) dM(s), t [set membership, variant] T, are studied in terms of the kernel h. The existence of an appropriate modification of the kernel h enables one to use results from stable measures on Banach...
Persistent link: https://www.econbiz.de/10005152972
This paper studies the sample path properties of stochastic processes represented by multiple symmetric [alpha]-stable integrals. It relates the "smoothness" of the sample paths to the "smoothness" of the (non-random) integrand. It also contains results about the behavior of the distribution of...
Persistent link: https://www.econbiz.de/10005152979