On the spectral representations of complex semistable and other infinitely divisible stochastic processes
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.
spectral representations of real semistable processes
scientific article; zbMATH DE number 4022292
scientific article