A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions (Q1588777)

The authors offer, based on sixteen references, ten of them (co)written by the first author, among others a statement of equivalence of an equation in distribution between a stochastic process and its (stationary independent) increments and of relations between their characteristic functions under certain, mainly continuity, assumptions. A possible application to discounting continuous cash flows (determining the economic value of a company) is also mentioned. [Note: The reference (3.7) between equations (3.8) and (3.9) should probably be (3.8)].