Stochastic integrators indexed by a multi-dimensional parameter
type: Item
instance of: scholarly article
title: Stochastic integrators indexed by a multi-dimensional parameter
zbMATH Open document ID: 0792.60044
DOI: 10.1007/BF01192267
author: Ron Blei
publication date: 1994-08-08T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 569051
zbMATH Keywords: multi-parameter stochastic integrators
zbMATH Keywords: fractional Cartesian products
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 569051