Representations of general stochastic processes |
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Authors: | Dudley Paul Johnson |
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Institution: | University of Calgary, Calgary, Canada |
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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. |
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Keywords: | 60G20 Stochastic processes Markov process algebraic representations |
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