中图分类法:
O211 版次:
著者:
Radchenko, Vadym M.,
题名:
General stochastic measures : [ integration, path properties and equations /] / ,
出版发行:
出版地: London : 出版社: Wiley-ISTE, 出版日期: 2022.
载体形态:
xiii, 242 pages ; 24 cm.
内容提要:
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:
Stochastic models.