The Instantaneous Error Structure of a Stochastic Process

Nicolas Bouleau ()
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Nicolas Bouleau: École des Ponts ParisTech

Chapter Chapter 13 in The Mathematics of Errors, 2021, pp 295-309 from Springer

Abstract: Abstract Since a stochastic process is a family of random variables linked to each other, or according to the other point of view, a measure on a spaceStructureinstantaneous of paths, it is natural to wonder what error one commits if the index, which is often time, is known with a small uncertainty.

Date: 2021
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DOI: 10.1007/978-3-030-88575-5_13

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