Some Path Properties of p-th Order and Symmetric Stable Processes.
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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Necessary and sufficient conditions are presented for the measurability of p-th order or symmetric stable stochastic processes and for the integrability or absolute continuity of sample paths of symmetric stable processes. A sub-Gaussian process has one of these three properties if and only if the corresponding Gaussian process has the same property. Also obtained are sufficient conditions for absolute continuity of p-th order processes. Author
- Statistics and Probability