Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes

DOI10.1016/S0304-4149(98)00055-6zbMath0934.60009OpenAlexW2044932158MaRDI QIDQ1807268

Gennady Samorodnitsky, Michael Braverman

Publication date: 18 November 1999

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00055-6

zbMATH Keywords

integrabilityOrlicz spacesstable processesabsolute continuityinfinitely divisible processes\(L^p\) spacesrandom seriesLévy measures in Banach spaces

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Probability theory on linear topological spaces (60B11)

Related Items

Lévy driven moving averages and semimartingales, On the divergence and vorticity of vector ambit fields, High level excursion set geometry for non-Gaussian infinitely divisible random fields, On limit theory for functionals of stationary increments Lévy driven moving averages, Lipschitz conditions for stochastic processes in the Banach spaces $\mathbb {F}_\psi (\Omega )$ of random variables, Power variations for fractional type infinitely divisible random fields, Lipschitz conditions for random processes from L_p(Ω) spaces of random variables

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