Generalized Riemann integration and stochastic analysis (Q2505006)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Riemann integration and stochastic analysis |
scientific article |
Statements
Generalized Riemann integration and stochastic analysis (English)
0 references
29 September 2006
0 references
In this survey talk the author outlines his ideas about building probability theory on the notion of an observable, i.e., a ``random variable'' that is integrable with respect to a generalised Riemann integral, and not on the notion of a probability measure.
0 references
