Stochastic integrators indexed by a multi-dimensional parameter (Q1326317)
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| Language | Label | Description | Also known as |
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| English | Stochastic integrators indexed by a multi-dimensional parameter |
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Stochastic integrators indexed by a multi-dimensional parameter (English)
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8 August 1994
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Multi-parameter stochastic integrators are described and classified according to directions of integrability. Sets of directions are distinguished precisely by the combinatorial dimension of corresponding fractional Cartesian products. The main theorem establishes existence of stochastic processes which are integrators in prescribed directions but no others.
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multi-parameter stochastic integrators
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fractional Cartesian products
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