Abstract
We consider the p-stable motion of index p (0<p<1) for which we establish the property analogous to the Lévy-Baxter one of the Brownian motion. We call this property the p-Lévy-Baxter property and using it we find a sufficient condition for perpendicularity of measures induced by the processes, which are Riemann-Stieltjes stochastic integrals with respect to the standard p-stable motions.
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© 1989 Springer-Verlag
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Mądrecki, A. (1989). On the p-Lévy-Baxter property and its applications. In: Cambanis, S., Weron, A. (eds) Probability Theory on Vector Spaces IV. Lecture Notes in Mathematics, vol 1391. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083392
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DOI: https://doi.org/10.1007/BFb0083392
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