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