Xieqan Fan

Multistable Lévy motions and their continuous approximations

Résumé

Multistable Lévy motions are extensions of the classical Lévy motions, where the stability index is allowed to vary in time. Several constructions and definitions, based on the Ferguson-Klass-LePage series representations and the characteristic functions, have been introduced quite recently by Falconer, Lévy Véhel, Le Guével and Liu. In this presentation, we give some new contractions of the multistable Lévy motions and the integrals of multistable Lévy measure via the sums of weighted independent random variables. Moreover, we prove that multistable Lévy motions are strongly localisable, and construct a continuous approximations of multistable Lévy motions.