A SIMPLE PROOF OF THE UNBOUNDEDNESS OF HOMOGENEOUS STOCHASTIC PROCESSES WITH INDEPENDENT INCREMENTS.

In this paper we prove that the unboundedness of nonconstant homogeneous stochastic processes with independent increments is a natural corollary of the Kolmogorov zero-one law. The known proof of this statement is based on a deep preliminary investigation of stochastic processes with independent increments. [ABSTRACT FROM AUTHOR]