Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes

Michael Braverman and Gennady Samorodnitsky

Stochastic Processes and their Applications, 1998, vol. 78, issue 1, 1-26

Abstract: We give necessary and sufficient conditions under which a symmetric measurable infinitely divisible process has sample paths in an Orlicz space L[psi] with a function [psi] satisfying the [Delta]2 condition and, as an application, obtain necessary and sufficient conditions for a symmetric infinitely divisible process to have a version with absolutely continuous paths.

Keywords: Random; series; Infinitely; divisible; processes; Orlicz; spaces; Lp; spaces; Lévy; measures; in; Banach; spaces; Absolute; continuity; Stable; processes; Integrability (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (3)

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