Displaying similar documents to “On a characterization of symmetric stable processes. (Short Communication).”

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...

On SαS density function

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.