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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On a characterization of stochastic processes by the absolute moments of stochastic integrals
B. L. S. Prakasa Rao Indian Statistical Institute, India
Abstract:
A condition is given in terms of the absolute moments of stochastic integrals for two stochastic processes, continuous in probability with independent stationary symmetric increments, to be identical.
Keywords:
characterization, stochastic integral, stochastic process, absolute moment.
Received: 16.01.1996
Citation:
B. L. S. Prakasa Rao, “On a characterization of stochastic processes by the absolute moments of stochastic integrals”, Teor. Veroyatnost. i Primenen., 43:1 (1998), 189–191; Theory Probab. Appl., 43:1 (1999), 144–145
Linking options:
https://www.mathnet.ru/eng/tvp938https://doi.org/10.4213/tvp938 https://www.mathnet.ru/eng/tvp/v43/i1/p189
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