STOCHASTIC PROCESSES WITH SAMPLE PATH FUNCTIONS OF BOUNDED VARIATION.

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)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1968
Accession Number
AD0676881

Entities

People

  • Richard H. Shachtman

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Functions (Mathematics)
  • Integrals
  • Mathematics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Calculus or Mathematical Analysis