Processes with independent increments and structure equations
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[For the entire collection see Zbl 0754.00008.] It is proved that any process with independent increments \(\{X_ t\), \(t>0\}\), centered, of order 4, with a càdlàg version, without fixed discontinuities, and with the chaotic representation property, satisfies a structure equation (in the sense of Emery), \([X,X]_ t=\langle X,X\rangle_ t+\int_ 0^ t\varphi_ s dX_ s\), with \(\varphi\) deterministic. The function \(\varphi\) is also calculated.
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