×

Integrability of stable processes. (English) Zbl 0788.60048

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.

MSC:

60G07 General theory of stochastic processes
PDFBibTeX XMLCite