Accession Number : ADA190324

Title :   Continuity of Symmetric Stable Processes.

Descriptive Note : Technical rept. 1 Oct 86-30 Sep 87,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Nolan, John P

PDF Url : ADA190324

Report Date : Sep 1987

Pagination or Media Count : 19

Abstract : The path continuity of a symmetric p-stable process is examined in terms of any stochastic integral representation for the process. When 0 p 1, we give necessary and sufficient conditions for path continuity in terms of any (every) representation. When 1 or = p 2, we extend the know sufficiency condition in terms of metric entropy and offer a conjecture as to the complete solution. Finally, necessary and sufficient conditions for path continuity are given in terms of continuity at a point for 0p2.

Descriptors :   *CONTINUITY, *STABILITY, *STOCHASTIC PROCESSES, ENTROPY, INTEGRALS, PATHS, SYMMETRY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE