Concepedia

A Representation of Independent Increment Processes without Gaussian Components

Thomas S. Ferguson, Michael J. Klass

The Annals of Mathematical Statistics · 1972 · 257 citations · 0 references

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Concepts

EngineeringComputer ScienceMathematicsProbability TheoryStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesGaussian ProcessesMarkov ChainsMarkov ProcessesPoisson ProcessesGaussian Random ProcessesIndependent Increments