A new kind of tightness of probability measures, and its applications to integral functionals of stochastic processes
β Scribed by Simeon M. Berman
- Publisher
- Springer
- Year
- 1978
- Tongue
- English
- Weight
- 454 KB
- Volume
- 42
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
A vector process with an arbitrary probability density function is presented as the solution of a system of nonlinear stochastic di!erential equations. Such a generative approach provides an opportunity to describe the process explicitly with the help of its probability functional without having to
During the last years representation theory of additive operators on spaces of measurable functions has been of interest for many writers. L. DREWNOWSKI, W. ORLICZ ([4], [5]), and V. MIZEL ([19], [20]) considered scalar valued operators (functionalu) on various function spaces, then in a subsequent