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Multiparameter processes with stationary increments: Spectral representation and integration

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Multiparameter processes with stationary increments: Spectral representation and integration
2.	Creator	Author's name, affiliation, country	Andreas Basse-O'Connor; Aarhus University; Denmark
2.	Creator	Author's name, affiliation, country	Svend-Erik Graversen; Aarhus University; Denmark
2.	Creator	Author's name, affiliation, country	Jan Pedersen; Aarhus University; Denmark
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Multiparameter processes; stationary increments; spectral representation; integration
3.	Subject	Subject classification	60G51; 60G12; 60H05
4.	Description	Abstract	In this article,  a class of multiparameter processes with wide-sense  stationary increments is studied. The content is as follows. (1) The spectral representation is derived;  in particular, necessary and sufficient conditions for a measure to be a spectral measure is given. The relations to a  commonly used  class  of processes, studied e.g.  by Yaglom, is discussed. (2) Some classes of deterministic integrands, here referred to as predomains,  are studied in detail. These predomains consist of functions or,  more generally, distributions. Necessary and sufficient conditions for completeness of the predomains are given. (3) In a framework covering the classical Walsh-Dalang theory of a temporal-spatial process which is white in time and colored in space, a class of predictable integrands is considered. Necessary and sufficient conditions for completeness of the class  are given, and this property is linked to a certain martingale representation property.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2012-09-05
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/2287
10.	Identifier	Digital Object Identifier	10.1214/EJP.v17-2287
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 17
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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