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On stable processes of bounded variation

✍ Scribed by Victor Pérez-Abreu; Alfonso Rocha-Arteaga

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
395 KB
Volume
33
Category
Article
ISSN
0167-7152

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✦ Synopsis

The paper presents a condition to characterize a zero--one law for the locally bounded variation of the sample paths of a stochastic process. The result is applied to study the bounded variation behavior of some stable processes. The problem of when the sample paths of a symmetric stable process are absolutely continuous with respect to the Ll-variation measure is addressed.

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