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On the determinism of the distributions of multiple Markov non-Gaussian symmetric stable processes
Published online by Cambridge University Press: 22 January 2016
Abstract.
Consider a non-Gaussian SαS process X = {X(t); t ∈ T} which is expressed as a canonical representation , and is continuous in probability. If X is n-ple Markov, then X has determinism of dimension n + 1. That is, any SαS process having the same (n + l)-dimensional distributions with X is identical in law with X.
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1998