A note on dichotomy theorems for integrals of stable processes
Lajos Horvath and
Statistics & Probability Letters, 1994, vol. 19, issue 1, 45-49
We find necessary and sufficient conditions for the almost sure finiteness of weighted integrals of stable processes with parameters [alpha] = 1 and [beta] [not equal to] 0.
Keywords: Stochastic integrals stable processes Lp-norms; dichotomy theorems partial sums (search for similar items in EconPapers)
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