Random Variables

B. A. Russell

Chapter Chapter 5 in Mathematical Finance and Probability, 2003, pp 89-109 from Springer

Abstract: Abstract This chapter is devoted to the study of random variables. These are the objects which will permit us to model economic variables such as securities prices — in our stochastic economy. We will find it convenient for later applications to stress the vector space structure on the set of random variables.

Keywords: Linear Subspace; Random Experiment; Positive Random Variable; Positive Functional; Time Stochastic Process (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-0348-8041-1_5

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DOI: 10.1007/978-3-0348-8041-1_5

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