On the spectral representations of complex semistable and other infinitely divisible stochastic processes
type: Item
instance of: scholarly article
title: On the spectral representations of complex semistable and other infinitely divisible stochastic processes
zbMATH Open document ID: 0628.60062
DOI: 10.1016/0304-4149(87)90056-1
author: Balram S. Rajput
author: Kavi Rama-Murthy
published in: Stochastic Processes and their Applications
publication date: 1987-01-01T00:00:00Z
review text: This paper is a continuation of the previous authors' paper, J. Multivariate Anal. 21, 139-157 (1987; Zbl 0621.60017), where stochastic integrals of non-random functions relative to real semistable measures are defined and spectral representations of real semistable processes are obtained. In this paper they extend the definition of stochastic integrals relative to the larger class of complex semistable and other infinitely divisible measures. Spectral representations of complex semistable and symmetric infinitely divisible stochastic processes such that \(E| X_ n|^ q<\infty\) for some \(0<q<2\) are obtained.
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 4022292
zbMATH Keywords: stochastic integrals
zbMATH Keywords: semistable measures
zbMATH Keywords: spectral representations of real semistable processes
zbMATH Keywords: infinitely divisible measures
MaRDI profile type: Publication
full work available at URL: 0304-4149(87)90056-1
OpenAlex ID: W2068776883
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description: scientific article; zbMATH DE number 4022292