Prakasa Rao, B. L. S. (1983) Characterization of stochastic processes by stochastic integrals Advances in Applied Probability, 15 (1). pp. 81-98. ISSN 0001-8678
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Official URL: http://www.jstor.org/pss/1426983
Abstract
Let {X(t),t∈ T} be a continuous homogeneous stochastic process with independent increments. A review of the recent work on the characterization of Wiener and stable processes and connected results through stochastic integrals is presented. No proofs are given but appropriate references are mentioned.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Applied Probability Trust. |
| Keywords: | Wiener Process; Stable Processes; Double Stochastic Integral; Processes Determined by their Stochastic Integrals; Characterization |
| ID Code: | 37058 |
| Deposited On: | 26 Apr 2011 10:26 |
| Last Modified: | 26 Apr 2011 10:26 |
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