Integral representations of increments of stochastic processes

DOI10.1023/A:1019651606740MaRDI QIDQ1868321zbMATH OpenOpenAlexFDO

Authors Loren D. Lutes

Publication date 27 April 2003

Published in Meccanica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019651606740

zbMATH Keywords

momentsstochastic dynamicscumulants

Mathematics Subject Classification ID

Stochastic integral equations (60H20) General theory of stochastic processes (60G07)

Recommendations

• Integral Representations for Stochastic Processes with n‐th Stationary Increments
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• Representation of Strongly Stationary Stochastic Processes

Cited in

(3)

• Integral Representations for Stochastic Processes with n‐th Stationary Increments
• Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
• scientific article; zbMATH DE number 1380385 (Why is no real title available?)

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