Stochastic integrators indexed by a multi-dimensional parameter (Q1326317)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic integrators indexed by a multi-dimensional parameter |
scientific article; zbMATH DE number 569051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integrators indexed by a multi-dimensional parameter |
scientific article; zbMATH DE number 569051 |
Statements
Stochastic integrators indexed by a multi-dimensional parameter (English)
0 references
8 August 1994
0 references
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.
0 references
multi-parameter stochastic integrators
0 references
fractional Cartesian products
0 references
