Geodesic
Moments of some random functionals
Colloquium Mathematicum, Tome 74 (1997) no. 1, pp. 101-108

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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 $\int_0^∞ f(X(τ,ω))dτ$ 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.
DOI : 10.4064/cm-74-1-101-108

K. Urbanik 1

1 
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K. Urbanik. Moments of some random functionals. Colloquium Mathematicum, Tome 74 (1997) no. 1, pp. 101-108. doi: 10.4064/cm-74-1-101-108

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