Stochastic integrators indexed by a multi-dimensional parameter |
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| Authors: | Ron C Blei |
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| Institution: | (1) Department of Mathematics, The University of Connecticut, 06269 Storrs, CT, USA |
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| Abstract: | Summary 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 not others. |
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