Linear operators generated by stochastic processes
| ISSN: |
1573-8795
|
|---|---|
| Source: |
Springer Online Journal Archives 1860-2000
|
| Topics: |
Mathematics
|
| Notes: |
Abstract Let Xt(0≤ t 〈 ∞) be a homogeneous stochastically continuous stochastic process with independent increments; (Ω, A, P) be the corresponding probability space; p, q≥1 be fixed numbers. Necessary and sufficient conditions are found for a stochastic integral defined on finite-valued functions to be extendable to a bounded operator from Lp (0, ∞) to Lq(Ω) (p ≠ q).
|
| Type of Medium: |
Electronic Resource
|
| URL: |