Continuity of Symmetric Stable Processes.
Abstract
The path continuity of a symmetric p-stable process is examined in terms of any stochastic integral representation for the process. When 0 < p < 1, we give necessary and sufficient conditions for path continuity in terms of any (every) representation. When 1 < or = p < 2, we extend the know sufficiency condition in terms of metric entropy and offer a conjecture as to the complete solution. Finally, necessary and sufficient conditions for path continuity are given in terms of continuity at a point for 0<p<2.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1987
- Accession Number
- ADA190324
Entities
People
- John P Nolan
Organizations
- University of North Carolina at Chapel Hill