AUTOREGRESSIVE LAPLACE FUNCTIONALS ON STOCHASTIC
PROCESSES
Abstract: The paper deals with non-negative stochastic processes with
stationary and independent increments, continuous on the right sample functions,
non-degenerate to 0, and fulfilling the initial condition The main
aim is to study the probability distribution of the random Laplace functional
for In particular, a necessary and sufficient condition in
terms of corresponding representing measures for to be multiplicatively autoregressive is
established.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -