• Corpus ID: 9468820

MINIMAL INTEGRAL REPRESENTATIONS OF STABLE PROCESSES

@inproceedings{Rosnski1998MINIMALIR,
  title={MINIMAL INTEGRAL REPRESENTATIONS OF STABLE PROCESSES},
  author={Jan Ros{\'i}nski},
  year={1998}
}
Abstract: Minimal integral representations are defined for general st ochastic processes and completely characterized for stable processes ( symmetric and asymmetric). In the stable case, minimal representations are described b y rigid subsets of theLspaces which are investigated here in detail. Exploiting th is relationship, various tests for the minimality of representations of stable processes a r obtained and used to verify this property for many representations of processes of inte res . 
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