Two-parameter Stochastic Processes With Finite Variation
Charles Lindsey
Broschiertes Buch

Two-parameter Stochastic Processes With Finite Variation

Versandkostenfrei!
Versandfertig in 1-2 Wochen
67,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
34 °P sammeln!
Abstract: Let E be a Banach space with norm ¿ , and f: R2+ ?E a function with finite variation. Properties of the variation are studied, and an associated increasing real-valued function f is defined. Sufficient conditions are given for f to have properties analogous to those of functions of one variable. A correspondence f ??f between such functions and E-valued Borel measures on R2+ is established, and the equality ?f = ? f is proved. Correspondences between E-valued two-parameter processes X with finite variation x and E-valued stochastic measures with finite variation are establi...