Geodesic
On a characterization of stochastic processes by the absolute moments of stochastic integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 1, pp. 189-191

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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. 
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     author = {B. L. S. Prakasa Rao},
     title = {On a characterization of stochastic processes by the absolute moments of stochastic integrals},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {189--191},
     publisher = {mathdoc},
     volume = {43},
     number = {1},
     year = {1998},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_1_a15/}
}
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B. L. S. Prakasa Rao. On a characterization of stochastic processes by the absolute moments of stochastic integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 1, pp. 189-191. http://geodesic.mathdoc.fr/item/TVP_1998_43_1_a15/