A characterization theorem for symmetric stable processes is proved, extending earlier results of Lukacs and Dugue on characterization of symmetric stable distributions and Gaussian distributions, respectively, using a theorem due to Deny on the convolution equation μ= μ * σ
AbstractThe so-called spectral representation theorem for stable processes linearly imbeds each symm...
AbstractWe characterize all possible independent symmetric α-stable (SαS) components of an SαS proce...
Recently Heyde (1970) has proved that if the conditional distribution of a linear function of n inde...
This paper deals with a characterization of the stable processes on the space of symmetric matrices ...
Let [special characters omitted] be a process and [special characters omitted], be a sequence of pro...
AbstractWe derive some necessary and sufficient conditions for mixing of non-Gaussian stationary sym...
The path continuity of a symmetric p-stable process is examined in terms of any stochastic integral ...
Let A A be the Lq Lq -functional of a stable Lévy process starting from one and killed wh...
Let A A be the Lq Lq -functional of a stable Lévy process starting from one and killed wh...
AbstractThe path continuity of a symmetric p-stable process is examined in terms of any stochastic i...
In this paper we provide a characterization for symmetric c-stable harmoniz-able processes for 1 <...
AbstractNecessary and sufficient conditions are presented for jointly symmetric stable random vector...
AbstractThe path continuity of a symmetric p-stable process is examined in terms of any stochastic i...
AbstractWe study the exit time τ=τ(0,∞) for 1-dimensional strictly stable processes and express its ...
AbstractCambanis, Hardin and Weron (1987) have characterized the ergodic symmetric stable processes ...
AbstractThe so-called spectral representation theorem for stable processes linearly imbeds each symm...
AbstractWe characterize all possible independent symmetric α-stable (SαS) components of an SαS proce...
Recently Heyde (1970) has proved that if the conditional distribution of a linear function of n inde...
This paper deals with a characterization of the stable processes on the space of symmetric matrices ...
Let [special characters omitted] be a process and [special characters omitted], be a sequence of pro...
AbstractWe derive some necessary and sufficient conditions for mixing of non-Gaussian stationary sym...
The path continuity of a symmetric p-stable process is examined in terms of any stochastic integral ...
Let A A be the Lq Lq -functional of a stable Lévy process starting from one and killed wh...
Let A A be the Lq Lq -functional of a stable Lévy process starting from one and killed wh...
AbstractThe path continuity of a symmetric p-stable process is examined in terms of any stochastic i...
In this paper we provide a characterization for symmetric c-stable harmoniz-able processes for 1 <...
AbstractNecessary and sufficient conditions are presented for jointly symmetric stable random vector...
AbstractThe path continuity of a symmetric p-stable process is examined in terms of any stochastic i...
AbstractWe study the exit time τ=τ(0,∞) for 1-dimensional strictly stable processes and express its ...
AbstractCambanis, Hardin and Weron (1987) have characterized the ergodic symmetric stable processes ...
AbstractThe so-called spectral representation theorem for stable processes linearly imbeds each symm...
AbstractWe characterize all possible independent symmetric α-stable (SαS) components of an SαS proce...
Recently Heyde (1970) has proved that if the conditional distribution of a linear function of n inde...
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