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Fourier series associated with the sample functions of a stochastic process

Published online by Cambridge University Press:  24 October 2008

G. Samal
G. Samal
Affiliation:
Department of Mathematics, Ravenshaw College, Cuttack 3, Orissa, India
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Extract

We consider a stochastically continuous process ω(t, α) with independent increments, whose sample functions are bounded in the unit interval 0 ≤ t ≤ 1 for almost all α. If ω(t, α) is a process with independent increments, the characteristic function of ω(t, α) is of the form exp {tψ(u)} where where F is a σ-finite measure with finite mass outside every neighbourhood of o, and a and σ are constants. There is no essential restriction in supposing ω(0, α) = 0.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 67 , Issue 1 , January 1970 , pp. 101 - 106
Copyright
Copyright © Cambridge Philosophical Society 1970

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References

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