中图分类法:
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O211 版次: |
著者:
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Radchenko, Vadym M., |
题名:
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General stochastic measures : [ integration, path properties and equations /] / , |
出版发行:
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出版地: London : 出版社: Wiley-ISTE, 出版日期: 2022. |
载体形态:
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xiii, 242 pages ; 24 cm. |
内容提要:
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This book is devoted to the study of stochastic measures (SMs). An SM is a sigma-additive in probability random function, defined on a sigma-algebra of sets. SMs can be generated by the increments of random processes from many important classes such as square-integrable martingales and fractional Brownian motion, as well as alpha-stable processes. SMs include many well-known stochastic integrators as partial cases. |
主题词:
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Stochastic models. |