Title: CHARACTERIZATION OF SOME STOCHASTIC PROCESSES
Abstract: This chapter presents a theorem of Marcinkiewicz on identically distributed linear forms and discusses the characterizations of the Wiener process and of stable processes. A homogeneous and continuous process with independent increments is called a stable process. The first characterization of the Wiener process uses the independence of two stochastic integrals. The stochastic integrals are defined in the sense of convergence in probability and also as limits in the quadratic mean instead of integrals in the sense of convergence in probability.
Publication Year: 1975
Publication Date: 1975-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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Cited By Count: 4
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