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Resolvent of a stopping process with independent increments

โœ Scribed by N. S. Bratiichuk


Book ID
112485901
Publisher
Springer
Year
1978
Tongue
English
Weight
220 KB
Volume
30
Category
Article
ISSN
0041-5995

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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