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Infinite divisibility of some functionals on stochastic processes
Infinite divisibility some functionals on stochastic processes
2009/9/22
The paper deals with non-negative stochastic processes
X(t, w) (t 2 0) with stationary and independent increments, continuous
on the right sample functions, non-degenerate to 0 and
fulfilling the i...
Autoregressive Laplace functionals on stochastic processes
Autoregressive Laplace functionals stochastic processes
2009/9/22
The paper deals with non-negative stochastic processes
X ( t , a) (t 3 0) with stationary and independent increments, continuous
on the right sample functions, non-degenerate to 0, and falling
the ...