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On a Maximum of Stable Lévy Processes

✍ Scribed by Molchan, G. M.

Book ID: 118227132
Publisher: Society for Industrial and Applied Mathematics
Year: 2001
Tongue: English
Weight: 127 KB
Volume: 45
Category: Article
ISSN: 0040-585X
DOI: 10.1137/s0040585x97978294

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## Abstract The classical notion of Lévy process is generalized to one that takes as its values probabilities on a first or‐der model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities and the infinite divisibility with respect to it