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On the normalization of random fields represented by stochastic integrals over fields with independent increments. (English. Ukrainian original) Zbl 0863.60047

Theory Probab. Math. Stat. 49, 47-58 (1994); translation from Teor. Jmovirn. Mat. Stat. 49, 65-81 (1993).
Summary: Random fields represented by stochastic integrals over fields with independent increments are considered. A general form of characteristic functions of such fields is obtained and conditions for the normalization of their finite-dimensional distributions are given. Semi-invariant conditions for the normalizaton of these fields in the space of continuous functions are found.

MSC:

60G60 Random fields
60G15 Gaussian processes
60G10 Stationary stochastic processes
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