Sample path properties of stochastic processes represented as multiple stable integrals
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Publication:1174801
DOI10.1016/0047-259X(91)90115-IzbMath0751.60037OpenAlexW2071708040MaRDI QIDQ1174801
Murad S. Taqqu, Gennady Samorodnitsky, Jan Rosiński
Publication date: 25 June 1992
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(91)90115-i
Banach spacerandom measurezero-one lawsample path propertiesmultiple stochastic integral processRandom processes with long-range dependence
Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Stochastic integrals (60H05)
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Functional regular variation of Lévy-driven multivariate mixed moving average processes, Series expansions of multiple Lévy integrals
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