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Bilinear random integrals

Jan Rosiński — 1987

CONTENTSI. Introduction.....................................................................................................................................................................5II. Preliminaries...................................................................................................................................................................7  1. Infinitely divisible probability measures on Banach spaces..........................................................................................7  2....

Generalized tempered stable processes

Jan Rosiński;  Jennifer L. Sinclair — 2010

Banach Center Publications

This work introduces the class of generalized tempered stable processes which encompass variations on tempered stable processes that have been introduced in the field, including "modified tempered stable processes", "layered stable processes", and "Lamperti stable processes". Short and long time behavior of GTS Lévy processes is characterized and the absolute continuity of GTS processes with respect to the underlying stable processes is established. Series representations of GTS Lévy processes are...

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