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Stratification method for processes with independent increments

✍ Scribed by M. A. Lifshits


Publisher
Springer US
Year
1984
Tongue
English
Weight
584 KB
Volume
27
Category
Article
ISSN
1573-8795

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Set-indexed processes with independent i
✍ R.M. Balan πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 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