Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
From MaRDI portal
Publication:1776119
DOI10.1007/s10959-004-2579-1zbMath1071.60025OpenAlexW2038215558MaRDI QIDQ1776119
Michael B. Marcus, Jan Rosiński
Publication date: 20 May 2005
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-004-2579-1
Related Items
A long range dependence stable process and an infinite variance branching system ⋮ Asymptotic bounds for infinitely divisible sequences ⋮ Fractional Lévy processes with an application to long memory moving average processes ⋮ Uniform modulus of continuity of random fields ⋮ Multivariate CARMA processes ⋮ Functional regular variation of Lévy-driven multivariate mixed moving average processes ⋮ Integrability conditions for space-time stochastic integrals: theory and applications ⋮ Multivariate supOU processes ⋮ High level excursion set geometry for non-Gaussian infinitely divisible random fields ⋮ Brownian motion and parabolic Anderson model in a renormalized Poisson potential ⋮ On the conditional small ball property of multivariate Lévy-driven moving average processes ⋮ Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk ⋮ Multivariate fractionally integrated CARMA processes ⋮ Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure ⋮ The multifractal nature of Volterra-Lévy processes ⋮ Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On path properties of certain infinitely divisible processes
- Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
- On series representations of infinitely divisible random vectors
- Spectral representations of infinitely divisible processes
- Central limit theorems for C(S)-valued random variables
- About boundedness of stable sequences.
- Regularity of infinitely divisible processes
- Continuity Properties of Some Gaussian Processes
- 𝜉-radial processes and random Fourier series
- Random Fourier Series with Applications to Harmonic Analysis. (AM-101)
- Foundations of Modern Probability
- Markov Processes, Gaussian Processes, and Local Times