Samorodnitsky, Gennady Integrability of stable processes. (English) Zbl 0788.60048 Probab. Math. Stat. 13, No. 2, 191-204 (1992). Let \(\nu\) be a \(\sigma\)-finite Borel measure on a separable metric space \(T\) and let \(\{X(t), t\in T\}\) be a measurable \(\alpha\)-stable process, \(0 < \alpha < 2\). Necessary and sufficient conditions for \(\int_ T| X(t)|^ P \nu(dt) < \infty\) a.s. \((p > 0)\) are given. Reviewer: R.Yanushkevichius (Vilnius) Cited in 4 Documents MSC: 60G07 General theory of stochastic processes Keywords:stable process; integrability of stable processes PDFBibTeX XMLCite \textit{G. Samorodnitsky}, Probab. Math. Stat. 13, No. 2, 191--204 (1992; Zbl 0788.60048)