Accession Number:

AD0689432

Title:

Stochastic Integrals for Processes with Covariance

Descriptive Note:

Technical Report

Corporate Author:

WISCONSIN UNIV-MADISON MADISON

Personal Author(s):

Report Date:

1968-09-01

Pagination or Media Count:

43.0

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.

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE