Stochastic processes on the basis of new measure theory

Heinz König ()
Additional contact information
Heinz König: Universität des Saarlandes, Fakultät für Mathematik und Informatik

A chapter in Measure and Integration, 2012, pp 391-404 from Springer

Abstract: Abstract The present article describes the reformation of certain basic structures, first in measure and integration as in the previous work of the author, and on this basis then in stochastic processes. Both times the aim is to overcome certain well-known substantial difficulties.

Keywords: Traditional and new stochastic processes; their canonical and maximal measures; their essential subsets; the Wiener and Poisson processes; inner premeasures and their maximal inner extensions; projective limit theorems (search for similar items in EconPapers)
Date: 2012
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-3-0348-0382-3_18

Ordering information: This item can be ordered from
http://www.springer.com/9783034803823

DOI: 10.1007/978-3-0348-0382-3_18

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().