Please use this identifier to cite or link to this item: doi:10.22028/D291-26269
Title: Essential sets and support sets for stochastic processes
Author(s): König, Heinz
Language: English
Year of Publication: 2004
DDC notations: 510 Mathematics
Publikation type: Preprint
Abstract: In recent articles the author used his work in measure and integration to produce a new universal concept of stochastic processes. This concept leads, for the first time, for a stochastic process to a natural notion of essential subsets in the path space. But there remained some contrast to the traditional treatment, for example because for the Poisson process the set of cadlag paths is not an essential subset. The present article is an attempt to harmonize the two approaches, in that it proposes and studies, for a stochastic process, besides the notion of essential sets the somewhat weaker but reasonable notion of support sets.
Link to this record: urn:nbn:de:bsz:291-scidok-44837
hdl:20.500.11880/26325
http://dx.doi.org/10.22028/D291-26269
Series name: Preprint / Fachrichtung Mathematik, Universität des Saarlandes
Series volume: 118
Date of registration: 16-Jan-2012
Faculty: MI - Fakultät für Mathematik und Informatik
Department: MI - Mathematik
Collections:SciDok - Der Wissenschaftsserver der Universität des Saarlandes

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