Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 889-893
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Yu. M. Kabanov. Integral representation for functionals of processes with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 889-893. http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a24/
@article{TVP_1974_19_4_a24,
author = {Yu. M. Kabanov},
title = {Integral representation for functionals of processes with independent increments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {889--893},
year = {1974},
volume = {19},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a24/}
}
TY - JOUR
AU - Yu. M. Kabanov
TI - Integral representation for functionals of processes with independent increments
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1974
SP - 889
EP - 893
VL - 19
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a24/
LA - ru
ID - TVP_1974_19_4_a24
ER -
%0 Journal Article
%A Yu. M. Kabanov
%T Integral representation for functionals of processes with independent increments
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1974
%P 889-893
%V 19
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a24/
%G ru
%F TVP_1974_19_4_a24
In the paper, the existence and uniqueness of a stochastic integral representation are proved for a local martingale which is a functional of a Poisson process or a process with independent increments.
