Path properties of processes with independent and interchangeable increments

DOI10.1007/BF00532944zbMath0266.60028OpenAlexW2047230870MaRDI QIDQ5683493

Olav Kallenberg

Publication date: 1974

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532944

Mathematics Subject Classification ID

Special processes (60K99) Sample path properties (60G17) Markov processes (60J99)

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Eternal additive coalescents and certain bridges with exchangeable increments ⋮ Shifting Processes with Cyclically Exchangeable Increments at Random ⋮ Local hitting and conditioning in symmetric interval partitions. ⋮ One-dimensional uniqueness and convergence criteria for exchangeable processes ⋮ General Wald-type identities for exchangeable sequences and processes ⋮ Infinitely divisible processes with interchangeable increments and random measures under convolution ⋮ How linear reinforcement affects Donsker's theorem for empirical processes ⋮ La variation d'ordre p des semi-martingales ⋮ A generalization of poisson point processes with application to a classical limit theorem ⋮ Correction to: ``How linear reinforcement affects Donsker's theorem for empirical processes ⋮ Variational sums and generalized linear processes ⋮ On Symmetrically Distributed Random Measures ⋮ Characterizations and embedding properties in exchangeability ⋮ De Finetti's contribution to probability and statistics

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