首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Representations of general stochastic processes
Authors:Dudley Paul Johnson
Institution:University of Calgary, Calgary, Canada
Abstract:In this paper we carry on our study 4] of the algebraic representations of general stochastic processes. We give methods for constructing the algebraic representation of a stochastic process from the distribution of the process at a fixed finite number of times, we develope some techniques of integration, and we introduce the notion of a fibre bundle representation of a stochastic process. We then use this fibre bundle representation to study existence, methods of computation and the geometry of Markov process representations of the general stochastic process; thus extending 4] where existence was only discussed for discrete time or simple stochastic processes.
Keywords:60G20  Stochastic processes  Markov process  algebraic representations
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号