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 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.
@article{bwmeta1.element.bwnjournal-article-cmv74i1p101bwm,
author = {K. Urbanik},
title = {Moments of some random functionals},
journal = {Colloquium Mathematicae},
volume = {72},
year = {1997},
pages = {101-108},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-cmv74i1p101bwm}
}
Urbanik, K. Moments of some random functionals. Colloquium Mathematicae, Tome 72 (1997) pp. 101-108. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-cmv74i1p101bwm/
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