STOCHASTIC PROCESSES WITH SAMPLE PATH FUNCTIONS OF BOUNDED VARIATION.

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Abstract:

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

Author(s):
Shachtman, Richard H.
Author Organization(s):
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
Descriptive Note:
Technical rept.,
Pagination:
0028

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
Mimeo Ser-592
Contract/Grant Number(s):
Nonr-855(09)
Project Number(s):
RR-003-05-01
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*STOCHASTIC PROCESSES, THEOREMS), INTEGRALS, BROWNIAN MOTION, PARTIAL DIFFERENTIAL EQUATIONS, STATISTICAL DISTRIBUTIONS, STATISTICAL PROCESSES, FUNCTIONAL ANALYSIS, THESES
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
POISSON PROCESSES, STOCHASTIC DIFFERENTIAL EQUATIONS, STOCHASTIC INTEGRALS
Report Date:
1968 Aug 01