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