Sample path properties of stochastic processes represented as multiple stable integrals

Abstract

Originally published as a technical report no. 871, October 1989 for Cornell University Operations Research and Industrial Engineering. Available online: http://hdl.handle.net/1813/8754This paper studies the sample path properties of stochastic processes represented by multiple symmetric α-stable integrals. It relates the “smoothness” of the sample paths to the “smoothness” of the (non-random) integrand. It also contains results about the behavior of the distribution of suprema and zero-one laws