Skip to main content
3 events
when toggle format what by license comment
Oct 1, 2019 at 18:58 comment added Mateusz Kwaśnicki @mike: Note that "independent increments" condition, as written, only asserts that two increments are independent. Even when $\varepsilon = 0$, this does not necessarily mean that $X_t$ has an infinitely divisible distribution.
Oct 1, 2019 at 17:35 comment added Thomas Kojar You are right only some moments exist, I thought I add it to make the problem more tractable to MO. We have a lower Holder bound too, but yes only in some regions, so I added it for the same reason.
Oct 1, 2019 at 12:20 history answered mike CC BY-SA 4.0