Abstract
A characterization theorem for symmetric stable processes is proved, extending earlier results of Lukacs and Dugue on characterization of symmetric stable distributions and Gaussian distributions, respectively, using a theorem due to Deny on the convolution equation μ=μ * σ.
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Prakasa Rao, B.L.S., Ramachandran, B. On a characterization of symmetric stable processes. Aeq. Math. 26, 113–119 (1983). https://doi.org/10.1007/BF02189671
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DOI: https://doi.org/10.1007/BF02189671