Integration of direct limits of real random variables

Serge Vasilach

Journal of Multivariate Analysis, 1973, vol. 3, issue 1, 17-25

Abstract: In our preceding paper [1], we have studied the fundamental properties of the direct limits of measure spaces. The present article is devoted to the study of the integration of direct limits of direct systems of real measurable functions, and in particular, of direct limits of systems of real random variables. These results will be useful in the stochastic calculus whenever the direct limit theory is essentially employed.

Keywords: direct; limits; of; real; random; variables; expectations; of; direct; limits; of; random; variables (search for similar items in EconPapers)
Date: 1973
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(73)90009-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:3:y:1973:i:1:p:17-25

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().