✦ LIBER ✦

On Local Properties of Processes with Independent Increments

✍ Scribed by Shtatland, E. S.

Book ID: 118219633
Publisher: Society for Industrial and Applied Mathematics
Year: 1965
Tongue: English
Weight: 403 KB
Volume: 10
Category: Article
ISSN: 0040-585X
DOI: 10.1137/1110036

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Path properties of processes with indepe

Path properties of processes with independent and interchangeable increments

✍ Olav Kallenberg 📂 Article 📅 1974 🏛 Springer 🌐 English ⚖ 680 KB

Filtering of processes with independent

Filtering of processes with independent increments

✍ A. Yu. Shevlyakov 📂 Article 📅 1984 🏛 Springer 🌐 English ⚖ 330 KB

On Some Classes of Processes with Indepe

On Some Classes of Processes with Independent Increments

✍ Rogozin, B. A. 📂 Article 📅 1965 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 471 KB

Set-indexed processes with independent i

Set-indexed processes with independent increments

✍ R.M. Balan 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 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 LÃ evy processes, we obtain a double characterization in terms of their characteristic functions

Martingales from processes with independ

Martingales from processes with independent increments

✍ L. I. Gal'chuk 📂 Article 📅 1978 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 430 KB

A note on homogeneous processes with ind

A note on homogeneous processes with independent increments

✍ Y. H. Wang 📂 Article 📅 1974 🏛 Springer Japan 🌐 English ⚖ 164 KB