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Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes

We give necessary and sufficient conditions under which a symmetric measurable infinitely divisible process has sample paths in an Orlicz space L[psi] with a function [psi] satisfying the [Delta]2 condition and, as an application, obtain necessary and sufficient conditions for a symmetric infinitely divisible process to have a version with absolutely continuous paths.
Year of publication:
1998
Authors: Braverman, Michael ; Samorodnitsky, Gennady
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 78.1998, 1, p. 1-26
Publisher: Elsevier
Keywords: Random series Infinitely divisible processes Orlicz spaces Lp spaces Lévy measures in Banach spaces Absolute continuity Stable processes Integrability
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10008875470
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