XV: 44, 632-642, LNM 850 (1981)
SIDIBÉ, Ramatoulaye
Mesures à accroissements indépendants et P.A.I. non homogènes (Independent increments)
This is an improved version of 1310: the classical theorem of Lévy on the structure of processes with independent increments is elegantly proved by martingale methods, in the non-homogeneous case, and it is proved that the process is a special semimartingale if and only if it is integrable
Nature: New proof of known results
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