Abstract

Abstract : We consider here general (i.e. possibly skewed or asymmetric) stable distribution and processes. A decomposition result and a moment equality are given for these distributions. More importantly, we determine the form of all stable independent increments processes, construct a Wiener-type stochastic integral with respect to these processes, and prove a representation theorem for general stable processes analogous to (and in some sense including) the spectral representation theorem for symmetric stable processes. (Author)

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