Set-indexed processes with independent increments

✍ Scribed by R.M. Balan

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 139 KB
• Volume: 59
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00241-9

✦ Synopsis

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 and in terms of their generators.