UNIVERSITY
OF WROCŁAW
 
Main Page
Contents
Online First
General Information
Instructions for authors


VOLUMES
45.2 45.1 44.2 44.1 43.2 43.1 42.2
42.1 41.2 41.1 40.2 40.1 39.2 39.1
38.2 38.1 37.2 37.1 36.2 36.1 35.2
35.1 34.2 34.1 33.2 33.1 32.2 32.1
31.2 31.1 30.2 30.1 29.2 29.1 28.2
28.1 27.2 27.1 26.2 26.1 25.2 25.1
24.2 24.1 23.2 23.1 22.2 22.1 21.2
21.1 20.2 20.1 19.2 19.1 18.2 18.1
17.2 17.1 16.2 16.1 15 14.2 14.1
13.2 13.1 12.2 12.1 11.2 11.1 10.2
10.1 9.2 9.1 8 7.2 7.1 6.2
6.1 5.2 5.1 4.2 4.1 3.2 3.1
2.2 2.1 1.2 1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 16, Fasc. 2,
pages 243 - 260
 

AUTOREGRESSIVE LAPLACE FUNCTIONALS ON STOCHASTIC PROCESSES

K. Urbanik

Abstract: The paper deals with non-negative stochastic processes X(t,w)(t > 0) with stationary and independent increments, continuous on the right sample functions, non-degenerate to 0, and fulfilling the initial condition X(0, w) = 0. The main aim is to study the probability distribution n t of the random Laplace functional integral oo exp(- tX(t,w))dt 0 for t > 0. In particular, a necessary and sufficient condition in terms of corresponding representing measures for n , t to be multiplicatively autoregressive is established.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

Download:    Abstract    Full text   Abstract + References