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On a characterization of stochastic processes by the absolute moments of stochastic integrals

B. L. S. Prakasa Rao

Indian Statistical Institute, India

Abstract: A condition is given in terms of the absolute moments of stochastic integrals for two stochastic processes, continuous in probability with independent stationary symmetric increments, to be identical.

Keywords: characterization, stochastic integral, stochastic process, absolute moment.

Received: 16.01.1996

Language: English

DOI: 10.4213/tvp938

 English version: Theory of Probability and its Applications, 1999, 43:1, 144–145

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