Local characteristics of generalized stochastic processes

K. Urbanik

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Generalized stochastic processes

K. Urbanik (1958)

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The Conditional expectations and the ergodic theorem for strictly stationary generalized stochastic processes

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On the distribution of the supremum for stochastic processes

Lajos Takács (1970)

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An operator-valued stochastic integral, III

D. Kannan (1972)

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K. Helmes (1986)

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K. Urbanik (1997)

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The paper deals with nonnegative stochastic processes X(t,ω)(t ≤ 0) not identically zero with stationary and independent increments right-continuous sample functions and fulfilling the initial condition X(0,ω)=0. The main aim is to study the moments of the random functionals $\int_{0}^{\infty} f (X (τ, ω)) d τ$ for a wide class of functions f. In particular a characterization of deterministic processes in terms of the exponential moments of these functionals is established.

Local nondeterminism and local times of general stochastic processes

Simeon M. Berman (1983)

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