Title of article :
Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes
Author/Authors :
Braverman، نويسنده , , Michael and Samorodnitsky، نويسنده , , Gennady، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
26
From page :
1
To page :
26
Abstract :
We give necessary and sufficient conditions under which a symmetric measurable infinitely divisible process has sample paths in an Orlicz space Lψ with a function ψ satisfying the Δ2 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 , Absolute continuity , Stable processes , Integrability , Lévy measures in Banach spaces
Journal title :
Stochastic Processes and their Applications
Serial Year :
1998
Journal title :
Stochastic Processes and their Applications
Record number :
1576323
Link To Document :
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