Stable processes with stationary increments parameterized by metric spaces

Zuopeng Fu, Yizao Wang

Published 2018-12-27Version 1

A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a result on the so-called measure definite kernels is of independent interest. A limit theorem for set-indexed processes is also established.