Characterization of stochastic processes by stochastic integrals
Keyword(s):
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.
1983 ◽
Vol 15
(01)
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pp. 81-98
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1980 ◽
Vol 12
(03)
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pp. 689-709
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1969 ◽
Vol 6
(02)
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pp. 409-418
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1978 ◽
Vol 18
(1)
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pp. 83-93
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1999 ◽
Vol 43
(1)
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pp. 144-145
1971 ◽
Vol 47
(SupplementII)
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pp. 989-993