On stable processes of bounded variation

DOI10.1016/S0167-7152(96)00111-3zbMath0904.60014OpenAlexW2009187619MaRDI QIDQ1380566

Alfonso Rocha-Arteaga, Victor Perez-Abreu

Publication date: 1 July 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00111-3

zbMATH Keywords

semimartingalezero-one lawpaths of finite variation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Sample path properties (60G17)

Related Items

Quasi Ornstein-Uhlenbeck processes ⋮ Path and semimartingale properties of chaos processes

Cites Work

• Unnamed Item
• Unnamed Item
• Sample path properties of self-similar processes with stationary increments
• Self-similar processes with stationary increments generated by point processes
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Some path properties of pth order and symmetric stable processes
• On the spectral representation of symmetric stable processes
• Processus gaussiens à variation finie. (Gaussian processes with bounded variation)
• Gaussian quasimartingales