On the spectral representations of complex semistable and other infinitely divisible stochastic processes

DOI10.1016/0304-4149(87)90056-1zbMath0628.60062OpenAlexW2068776883MaRDI QIDQ1093247

Kavi Rama-Murthy, Balram S. Rajput

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90056-1

zbMATH Keywords

stochastic integralsinfinitely divisible measuressemistable measuresspectral representations of real semistable processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Random measures (60G57)

Related Items (3)

On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes ⋮ Spectral representations of infinitely divisible processes ⋮ Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications

Cites Work

• Ergodic properties of stationary stable processes
• Spectral representation of semistable processes, and semistable laws on Banach spaces
• On the existence and path properties of stochastic integrals
• Selection theorems and their applications
• Prediction of stable processes: Spectral and moving average representations
• Operator semistable probability measures on Banach spaces
• Harmonizable stable processes
• Random integrals of Banach space valued functions
• [https://portal.mardi4nfdi.de/wiki/Publication:5554736 Sur la structure des lois ind�finiment divisibles (classe $$\mathfrak{F}$$ (X)) dans les espaces vectoriels X (sur le corps r�el)]
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the spectral representations of complex semistable and other infinitely divisible stochastic processes