A group action on increasing sequences of set-indexed Brownian motions
We prove that a square-integrable set-indexed stochastic process is a set-indexed Brownian motion if and only if its projection on all the strictly increasing continuous sequences are one-parameter G-time-changed Brownian motions. In addition, we study the “sequence-independent variation” property f...
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| Format: | Article |
| Language: | English |
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VTeX
2015-08-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA31 |