Accession Number : AD0676881

Title :   STOCHASTIC PROCESSES WITH SAMPLE PATH FUNCTIONS OF BOUNDED VARIATION.

Descriptive Note : Technical rept.,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Shachtman,Richard H.

Report Date : AUG 1968

Pagination or Media Count : 28

Abstract : A simple condition is given for an arbitrary random function to have its sample path functions be of bounded variation. This condition is necessary when the random function has independent, integrable increments. The sample path Stieltjes stochastic integral is defined and a few properties are given. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, THEOREMS), INTEGRALS, BROWNIAN MOTION, PARTIAL DIFFERENTIAL EQUATIONS, STATISTICAL DISTRIBUTIONS, STATISTICAL PROCESSES, FUNCTIONAL ANALYSIS, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE