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Ladder Subordinators for Processes with Independent Increments

โœ Scribed by Rogozin, B. A.


Book ID
118225853
Publisher
Society for Industrial and Applied Mathematics
Year
1992
Tongue
English
Weight
764 KB
Volume
36
Category
Article
ISSN
0040-585X

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๐Ÿ“œ SIMILAR VOLUMES


Set-indexed processes with independent i
โœ R.M. Balan ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 139 KB

Set-indexed process with independent increments are described by 'convolution systems'; the construction of such a process is given using Kolmogorov's extension theorem. When we specialize to the case of Lรƒ evy processes, we obtain a double characterization in terms of their characteristic functions