Geodesic
Stable Processes, Mixing, and Distributional Properties. I
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 4, pp. 736-751 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this article, we consider real-valued stable Lйvy processes $(S_t^{\alpha, \beta,\gamma,\delta})_{t\ge 0}$, where $\alpha,\beta,\gamma,\delta$ are, respectively, the stability, skewness, scale, and drift coefficients. We introduce the notion of mixed stable processes $ (M_t^{\alpha, \beta,\gamma,\delta})_{t\ge 0}$ (i.e., we allow the skewness, scale, and drift coefficients to be random). Our mixing procedure gives a structure of conditionally Lйvy processes. This procedure permits us to show that the sum of independent stable processes can be expressed via a mixed stable process.
Keywords: stable processes, density, derivatives. 
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W. Jedidi. Stable Processes, Mixing, and Distributional Properties. I. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 4, pp. 736-751. http://geodesic.mathdoc.fr/item/TVP_2007_52_4_a5/

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