ON THE DETERMINISM OF THE DISTRIBUTIONS OF MULTIPLE MARKOV NON-GAUSSIAN SYMMETRICAL STABLE PROCESSES

Consider a non-Gaussian S alpha S process X = {X(t); t is an element o f T} which is expressed as a canonical representation X(t) = integral( u less than or equal to t,u is an element of T) F(t, u) dZ (u), t is a n element of T, and is continuous in probability. If X is n-ple Markov , then X has determinism of dimension n + 1. That is, any S alpha S pr ocess (X) over tilde = {(X) over tilde(t); t is an element of T} havin g the same (n + 1)-dimensional distributions with X is identical in la w with X.