On a characterization of symmetric stable processes

1983 ◽  
Vol 26 (1) ◽  
pp. 113-119 ◽  
Author(s):  
B. L. S. Prakasa Rao ◽  
B. Ramachandran
Keyword(s):  
Stable Processes ◽  
Symmetric Stable Processes

On a characterization of symmetric stable processes

1983 ◽  
Vol 26 (1) ◽  
pp. 124-124
Author(s):  
B. L. S. Prakasa Rao ◽  
B. Ramachandran
Keyword(s):  
Stable Processes ◽  
Symmetric Stable Processes

Characterization of stable processes by identically distributed stochastic integrals

1980 ◽  
Vol 12 (3) ◽  
pp. 689-709 ◽  
Author(s):  
M. Riedel
Keyword(s):  
Stochastic Process ◽  
Stable Process ◽  
Convergence In Probability ◽  
Stochastic Integrals ◽  
Stable Processes ◽  
Process With Independent Increments ◽  
Independent Increments ◽  
The Subject

Let X(t) be a homogeneous and continuous stochastic process with independent increments. The subject of this paper is to characterize the stable process by two identically distributed stochastic integrals formed by means of X(t) (in the sense of convergence in probability). The proof of the main results is based on a modern extension of the Phragmén-Lindelöf theory.

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