On Stochastic Integral Representation of Stable Processes with Sample Paths in Banach Spaces.

Abstract

Certain path properties of a symmetric a-stable process are studied in terms of the kernel h. The existence of an appropriate modification of the kernel h enables one to use results from stable measures on Banach spaces in studying of X. Bounds for the moments of the norm of sample paths of X are obtained. This yields definite bounds for the moments of a double alpha-stable integral. Also necessary and sufficient conditions for the absolute continuity of sample paths of X are given. Along with the above stochastic integral representation of stable processes, the representation of stable random vectors due to LePage, Woodrooffe and Zinn is extensively used and the relationship between these two representations is discussed. (Author).

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1985
Accession Number
ADA152927

Entities

People

  • J. Rosinski

Organizations

  • University of North Carolina at Chapel Hill

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DTIC Thesaurus Topics

  • Abstracts
  • Availability
  • Banach Space
  • Classification
  • Continuity
  • Data Science
  • Gaussian Processes
  • Hilbert Space
  • Information Science
  • North Carolina
  • Probability
  • Random Variables
  • Security
  • Stationary Processes
  • Statistics
  • Stochastic Processes
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Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.

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