On the Measure of Hilbert Neighborhoods for Processes with Stationary, Independent Increments
نویسنده
چکیده
where G(u) is a bounded, nondecreasing function with G(— °o)=0 and where 7 is a real-valued constant. Below it is shown that for certain processes of this type the measure of the Hilbert neighborhood of the origin is related to the solution of a certain differential system. In fact, (A) if {x(t), 0fkt< °° } is a separable stochastic process with symmetric, stationary, and independent increments for which x(0)=0, and if
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