STOCHASTIC PROCESSES WITH SAMPLE PATH FUNCTIONS OF BOUNDED VARIATION.
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
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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
- Statistics and Probability