Generalized stochastic processes
K. Urbanik (1958)
Studia Mathematica
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Displaying similar documents to “Local characteristics of generalized stochastic processes”
Generalized stochastic processes
The Conditional expectations and the ergodic theorem for strictly stationary generalized stochastic processes
K. Urbanik (1958)
Studia Mathematica
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On the distribution of the supremum for stochastic processes
Lajos Takács (1970)
Annales de l'I.H.P. Probabilités et statistiques
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An operator-valued stochastic integral, III
D. Kannan (1972)
Annales de l'I.H.P. Probabilités et statistiques
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The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
K. Helmes (1986)
Studia Mathematica
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Moments of some random functionals
K. Urbanik (1997)
Colloquium Mathematicum
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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 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)
Annales de l'I.H.P. Probabilités et statistiques
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