On the spectral representation of symmetric stable processes

AbstractThe so-called spectral representation theorem for stable processes linearly imbeds each symmetric stable process of index p into Lp (0 < p ≤ 2). We use the theory of Lp isometries for 0 < p < 2 to study the uniqueness of this representation for the non-Gaussian stable processes. We also determine the form of this representation for stationary processes and for substable processes. Complex stable processes are defined, and a complex version of the spectral representation theorem is proved. As a corollary to the complex theory we exhibit an imbedding of complex Lq into real or complex Lp for 0 < p < q ≤ 2