Linear operators generated by stochastic processes

Let X_t(0 t < ) be a homogeneous stochastically continuous stochastic process with independent increments; (, A, P) be the corresponding probability space; p, q1 be fixed numbers. Necessary and sufficient conditions are found for a stochastic integral defined on finite-valued functions to be extendable to a bounded operator from L_p (0, ) to L_q() (p q).Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 7–13, 1988.