Accession Number : AD0689432
Title : STOCHASTIC INTEGRALS FOR PROCESSES WITH COVARIANCE.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Young,L. C.
Report Date : SEP 1968
Pagination or Media Count : 41
Abstract : The report extends the notion of the stochastic integral. The integrand is taken to be a deterministic function belonging to one or more integrated Lipschitz classes; the stochastic process, with respect to which one integrates is one for which the covariance between non-overlapping fine intervals, and that between an interval and itself, are subject to certain inequalities.
Descriptors : (*INTEGRALS, *STOCHASTIC PROCESSES), MEASURE THEORY, HILBERT SPACE, INEQUALITIES, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE