Abstract
If for a real process ξ(t) there exist continuous absolute moments of order n such that then for k ≤n the moments may be represented as where the are generalized functions.
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Teor. Veroyatnost. i Primenen.5:3 (1960), 373 (in Russian). (Translated as Theory Probab. Appl.)
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References
A. Blanc-Lapierre and R. Fortet, Théorie des fondions aléatoires, Paris, 1953.
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Shiryayev, A.N. (1992). On The Classes φ(n) of Fortet and Blanc-Lapierre. In: Shiryayev, A.N. (eds) Selected Works of A. N. Kolmogorov. Mathematics and Its Applications (Soviet Series), vol 26. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-2260-3_47
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DOI: https://doi.org/10.1007/978-94-011-2260-3_47
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