Integration with respect to a trace
β Scribed by Michael Leinert
- Publisher
- Springer
- Year
- 1992
- Tongue
- English
- Weight
- 724 KB
- Volume
- 59
- Category
- Article
- ISSN
- 0003-889X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We construct a Stratonovitch-Skorohod-like stochastic integral for general Gaussian processes. We study its sample path regularity and one of its numerical approximating schemes. We also analyze the way it is transformed by an absolutely continuous change of probability and we give an ItΓ΄ formula. T
Recently, nonadditive set functions have been used in information fusion and data mining to describe the interaction among the predictive attributes. In this case, replacing the traditional weighted average or, more generally, the linear mapping from a higher dimensional space to a one-dimensional s