On stable Markov processes
type: Item
instance of: scholarly article
title: On stable Markov processes
zbMATH Open document ID: 0692.60054
DOI: 10.1016/0304-4149(90)90052-T
author: Robert J. Adler
author: Stamatis Cambanis
author: Gennady Samorodnitsky
published in: Stochastic Processes and their Applications
publication date: 1990-01-01T00:00:00Z
review text: Necessary conditions in terms of covariance functions and covariation functions for symmetric \(\alpha\)-stable processes to be Markov are given. They are applied to some special symmetric \(\alpha\)-stable processes, such as moving averages, time changed Lévy processes, etc.
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 4133250
zbMATH Keywords: Markov and weakly Markov stable processes
zbMATH Keywords: stable conditional distribution
zbMATH Keywords: covariance functions
zbMATH Keywords: moving averages
zbMATH Keywords: time changed Lévy processes
reviewed by: Minping Qian
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4133250