Representations of general stochastic processes

Dudley Paul Johnson

Journal of Multivariate Analysis, 1979, vol. 9, issue 1, 16-58

Abstract: In this paper we carry on our study [4] of the algebraic representations of general stochastic processes. We give methods for constructing the algebraic representation of a stochastic process from the distribution of the process at a fixed finite number of times, we develope some techniques of integration, and we introduce the notion of a fibre bundle representation of a stochastic process. We then use this fibre bundle representation to study existence, methods of computation and the geometry of Markov process representations of the general stochastic process; thus extending [4] where existence was only discussed for discrete time or simple stochastic processes.

Keywords: Stochastic; processes; Markov; process; algebraic; representations (search for similar items in EconPapers)
Date: 1979
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(79)90066-6
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:9:y:1979:i:1:p:16-58

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 ().