Integral representations of increments of stochastic processes

DOI10.1023/A:1019651606740zbMATH Open1016.60038OpenAlexW113987229MaRDI QIDQ1868321FDOQ1868321

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

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zbMATH Keywords

momentsstochastic dynamicscumulants

Mathematics Subject Classification ID

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

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.
• Title not available (Why is that?)

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