Characterization of stochastic processes by stochastic integrals

DOI10.2307/1426983zbMath0508.60046OpenAlexW2321256014MaRDI QIDQ4746594

B. L. S. Prakasa Rao

Publication date: 1983

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426983

zbMATH Keywords

independent incrementscharacterization of Wiener and stable processesChoquet-Deny theory

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Stochastic integrals (60H05)

Related Items (1)

On a characterization of symmetric stable processes

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