INFINITE DIVISIBILITY OF SOME 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 functional for In
particular, the multiplicative infinite divisibility of such functionals is discussed and a
description of corresponding spectral measures is established.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -