On the Characterization and Generalization of a Family of Random Variables as Related to the Solution Space of a Stochastic Differential Equation.
Abstract
On the basis of some elementary probability (theory) notions, a characterization and generalization of a family of random variables is obtained. The family of all random variables whose means are finite can be classified into a collection of 'nested' subsets of random variables with respect to the probability notions introduced. The remainder of the study is devoted to the discussion of solution of a stochastic differential system. Subsequently, the solution space of the differential system as related to the characterized family of random variables was studied. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1970
- Accession Number
- AD0714649
Entities
People
- H. M. Hung
- J. T. Wong