On stable Markov processes

ON THE INFINITE ORDER MARKOV PROCESSES

The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.

ON THE GENERALIZATION OF N-PLE MARKOV PROCESSES

The notion of N-ple Markov process is defined in a quite general framework and it is shown that N-ple Markov processes-arel inear combinationso f some martingales

on the infinite order markov processes

the notion of infinite order markov process is introduced and the markov property of the flow of information is established.

The KTH Visit in Semi-Markov Processes

On Layered Stable Processes

Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a stable process while, in long time, it approximates another stable (possibly Gaussian) process. We also investigate the absolute continuity of a layered stable p...