Product Stochastic Measures.
NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES
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The concept of symmetric tensor product of a Hilbert space is used to construct a product measure of orthogonally scattered measures. The result is applied to the construction of an sq L-valued product stochastic measure p.s.m. of non-identically distributed sq-L-valued independently scattered measures. Using the theory of vector valued measures we construct multiple integrals with respect to the p.s.m. A relationship between the theory of multiple stochastic integrals and the theory of vector valued measures is established. Keywords exponential space orthogonality.
- Statistics and Probability