Sample path properties of stochastic processes represented as multiple stable integrals

Jan Rosinski, Gennady Samorodnitsky and Murad S. Taqqu

Journal of Multivariate Analysis, 1991, vol. 37, issue 1, 115-134

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.

Keywords: Multiple; stable; integral; sample; path; properties; random; measure; Banach-valued; variable; zero-one; law (search for similar items in EconPapers)
Date: 1991
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