IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v37y1991i1p115-134.html
   My bibliography  Save this article

Sample path properties of stochastic processes represented as multiple stable integrals

Author

Listed:
  • Rosinski, Jan
  • Samorodnitsky, Gennady
  • Taqqu, Murad S.

Abstract

This paper studies the sample path properties of stochastic processes represented by multiple symmetric [alpha]-stable integrals. It relates the "smoothness" of the sample paths to the "smoothness" of the (non-random) integrand. It also contains results about the behavior of the distribution of suprema and zero-one laws.

Suggested Citation

  • Rosinski, Jan & Samorodnitsky, Gennady & Taqqu, Murad S., 1991. "Sample path properties of stochastic processes represented as multiple stable integrals," Journal of Multivariate Analysis, Elsevier, vol. 37(1), pages 115-134, April.
    • Handle: RePEc:eee:jmvana:v:37:y:1991:i:1:p:115-134
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(91)90115-I
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jean-Christophe Breton, 2002. "Multiple Stable Stochastic Integrals: Series Representation and Absolute Continuity of Their Law," Journal of Theoretical Probability, Springer, vol. 15(4), pages 877-901, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:37:y:1991:i:1:p:115-134. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.