On a characterization of symmetric stable processes. (Short Communication).
B.L.S. Prakasa Rao, Ramachandran B. (1983)
Aequationes mathematicae
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Displaying similar documents to “On a characterization of symmetric stable processes.”
On a characterization of symmetric stable processes. (Short Communication).
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Grażyna Mazurkiewicz (2005)
Discussiones Mathematicae Probability and Statistics
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In this paper, we study some analytical properties of the symmetric α-stable density function.
Generalized tempered stable processes
Jan Rosiński, Jennifer L. Sinclair (2010)
Banach Center Publications
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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...
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Wiesław Cupała (2002)
Discussiones Mathematicae Probability and Statistics
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The Varopoulos-Hardy-Littlewood theory and the spectral analysis are used to estimate the tail of the distribution of the first exit time of α-stable processes.
Uniform upper bound for a stable measure of a small ball.
Ryznar, Michał, Żak, Tomasz (1998)
Electronic Communications in Probability [electronic only]
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Connected components of attractors and other stable sets. (Summary).
Morris W. Hirsch, Mike Hurley (1996)
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On the infinite divisibility of scale mixtures of symmetric α-stable distributions, α ∈ (0,1]
Grażyna Mazurkiewicz (2010)
Banach Center Publications
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The paper contains a new and elementary proof of the fact that if α ∈ (0,1] then every scale mixture of a symmetric α-stable probability measure is infinitely divisible. This property is known to be a consequence of Kelker's result for the Cauchy distribution and some nontrivial properties of completely monotone functions. It is known that this property does not hold for α = 2. The problem discussed in the paper is still open for α ∈ (1,2).
Equidissections of centrally symmetric octagons.
Sherman Stein (1989)
Aequationes mathematicae
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Stochastic flow for SDEs with jumps and irregular drift term
Enrico Priola (2015)
Banach Center Publications
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We consider non-degenerate SDEs with a β-Hölder continuous and bounded drift term and driven by a Lévy noise L which is of α-stable type. If β > 1 - α/2 and α ∈ [1,2), we show pathwise uniqueness and existence of a stochastic flow. We follow the approach of [Priola, Osaka J. Math. 2012] improving the assumptions on the noise L. In our previous paper L was assumed to be non-degenerate, α-stable and symmetric. Here we can also recover relativistic and truncated stable processes and...
Hilbert spaces formed by strongly harmonizable stable processes.
Soltani, A.R., Tarami, B. (2001)
Georgian Mathematical Journal
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Large deviations in spaces of stable type
Evarist Giné (1983)
Annales de l'I.H.P. Probabilités et statistiques
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A family of symmetric biadditive nonbilinear functions.
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A Note on the Uniqueness of Stable Marriage Matching
Ewa Drgas-Burchardt (2013)
Discussiones Mathematicae Graph Theory
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In this note we present some sufficient conditions for the uniqueness of a stable matching in the Gale-Shapley marriage classical model of even size. We also state the result on the existence of exactly two stable matchings in the marriage problem of odd size with the same conditions.