Prakasa Rao, B. L. S. (1999) On a characterization of stochastic processes by the absolute moments of stochastic integrals Theory of Probability and Its Applications, 43 (1). pp. 144-145. ISSN 0040-585X
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Official URL: http://epubs.siam.org/tvp/resource/1/tprbau/v43/i1...
Abstract
A condition is given in terms of the absolute moments of stochastic integrals for two stochastic processes, continuous in probability with independent stationary symmetric increments, to be identical.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Society for Industrial and Applied Mathematics. |
| ID Code: | 37493 |
| Deposited On: | 26 Apr 2011 12:43 |
| Last Modified: | 26 Apr 2011 12:43 |
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