On sample path properties of semistable processes
type: Item
instance of: scholarly article
title: On sample path properties of semistable processes
zbMATH Open document ID: 0637.60054
DOI: 10.1016/0047-259X(87)90009-1
author: Balram S. Rajput
author: Kavi Rama-Murthy
published in: Journal of Multivariate Analysis
publication date: 1987-01-01T00:00:00Z
review text: The authors show that the well-known correspondence principle between Gaussian and stable processes and measures on \(L_ p\) spaces extends to Banach valued r-semistable index \(\alpha\) processes and measures on \(L_ p\), \(1\leq p<\infty.\) In the second result, it is shown that paths of B-valued r-semistable processes belong to \(L_ p\) with probability zero or one. Finally, several necessary and sufficient conditions for almost sure path absolute continuity for r-semistable B-valued separable processes, under certain conditions on B, are given.
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60B12
zbMATH DE Number: 4038930
zbMATH Keywords: sample path properties
zbMATH Keywords: zero-one-law
zbMATH Keywords: stable processes
zbMATH Keywords: r-semistable processes
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4038930