Characterization of stable processes by identically distributed stochastic integrals

DOI10.2307/1426427zbMath0442.62015OpenAlexW2317572963MaRDI QIDQ3884961

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Publication date: 1980

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426427

zbMATH Keywords

Wiener processesindependent incrementsLevy canonical representationcharacterization of stable processesPhragmen-Lindelöf theory

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05) Brownian motion (60J65) Characterization and structure theory of statistical distributions (62E10) Stochastic integrals (60H05)

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