### A characterization and moving average representation for stable harmonizable processes.

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In this work we first introduce the concept of Poisson Stepanov-like almost automorphic (Poisson S2−almost automorphic) processes in distribution. We establish some interesting results on the functional space of such processes like an composition theorems. Next, under some suitable assumptions, we establish the existence, the uniqueness and the stability of the square-mean almost automorphic solutions in distribution to a class of abstract stochastic evolution equations driven by Lévy noise in case...

2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17. JEL Classification: G10The change in the wealth of a market agent (an investor, a company, a bank etc.) in an economy is a popular topic in finance. In this paper, we propose a general stochastic model describing the wealth process and give some of its properties and special cases. A result regarding the probability of default within the framework of the model is also offered.

Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solution of the stochastic problem LX = M, X(O) = O when some homogeneity and integrability conditions are assumed. If M is a Gaussian measure the process X belongs to the class of Elliptic Gaussian Processes which has already been studied. Here the law of M is not necessarily Gaussian. We characterize the solutions X which are self-similar and with stationary increments in terms of the driving mcasure...

We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes is...