Integral representations for distributions of symmetric stochastic processes
Continuous-parameter stochastic processes with certain strong symmetries specified in terms of the characteristic functional are considered. It is shown that they have a representation as mixtures of standard processes, e.g. Brownian motion and bridges, and Poisson processes. Similar results are derived for certain discrete-parameter stochastic processes relating them to mixtures of Markov Chains.
scientific article; zbMATH DE number 4069934
scientific article