Accession Number : AD0714649
Title : On the Characterization and Generalization of a Family of Random Variables as Related to the Solution Space of a Stochastic Differential Equation.
Descriptive Note : Final technical rept.,
Corporate Author : ARMY WEAPONS COMMAND ROCK ISLAND ILL SYSTEMS ANALYSIS DIRECTORATE
Personal Author(s) : Hung,H. M. ; Wong,J. T.
Report Date : SEP 1970
Pagination or Media Count : 30
Abstract : On the basis of some elementary probability (theory) notions, a characterization and generalization of a family of random variables is obtained. The family of all random variables whose means are finite can be classified into a collection of 'nested' subsets of random variables with respect to the probability notions introduced. The remainder of the study is devoted to the discussion of solution of a stochastic differential system. Subsequently, the solution space of the differential system as related to the characterized family of random variables was studied. (Author)
Descriptors : (*DIFFERENTIAL EQUATIONS, STOCHASTIC PROCESSES), MEASURE THEORY, RANDOM VARIABLES, BANACH SPACE, NUMERICAL INTEGRATION, TOPOLOGY, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE