Multiparameter processes with stationary increments: spectral representation and integration

DOI10.1214/EJP.v17-2287zbMath1260.60089MaRDI QIDQ456226

J. Herrera, D. Rodríguez-Gómez

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

zbMATH Keywords

integration; spectral representation; stationary increments; multiparameter processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G12: General second-order stochastic processes

60H05: Stochastic integrals