Characterization of stochastic processes by stochastic integrals-Reference-Cited by-同舟云学术

Characterization of stochastic processes by stochastic integrals

Published:1983-03 Issue:1 Volume:15 Page:81-98
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Rao B. L. S. Prakasa

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.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

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