A group action on increasing sequences of set-indexed Brownian motions
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Publication:340775
DOI10.15559/15-VMSTA31zbMATH Open1352.60116arXiv1508.02858OpenAlexW2106064732MaRDI QIDQ340775FDOQ340775
Authors: Arthur Yosef 
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Abstract: We prove that a square-integrable set-indexed stochastic process is a set-indexed Brownian motion if and only if its projection on all the strictly increasing continuous sequences are one-parameter -time-changed Brownian motions. In addition, we study the "sequence-independent variation" property for group stationary-increment stochastic processes in general and for a set-indexed Brownian motion in particular. We present some applications.
Full work available at URL: https://arxiv.org/abs/1508.02858
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