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Characterization of stochastic processes by stochastic integrals
Published online by Cambridge University Press: 01 July 2016
Abstract
Let be a continuous homogeneous stochastic process with independent increments. A review of the recent work on the characterization of Wiener and stable processes and connected results through stochastic integrals is presented. No proofs are given but appropriate references are mentioned.
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- Research Article
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- Copyright © Applied Probability Trust 1983
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