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Characterization of stochastic processes by stochastic integrals

Published online by Cambridge University Press:  01 July 2016

B. L. S. Prakasa Rao
B. L. S. Prakasa Rao*
Affiliation:
Indian Statistical Institute, New Delhi
*
∗Postal address: Indian Statistical Institute, 7, S. J. S. Sansanwal Marg, New Delhi-110016, India.
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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.

Keywords

WIENER PROCESSSTABLE PROCESSESDOUBLE STOCHASTIC INTEGRALPROCESSES DETERMINED BY THEIR STOCHASTIC INTEGRALSCHARACTERIZATION
Type
Research Article
Information
Advances in Applied Probability , Volume 15 , Issue 1 , March 1983 , pp. 81 - 98
Copyright
Copyright © Applied Probability Trust 1983 

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