Sample path properties of multidimensional integral with respect to stochastic measure
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Accesso online: | |
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| _version_ | 1866914878605754368 |
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| author | Manikin, Boris Radchenko, Vadym |
| author_facet | Manikin, Boris Radchenko, Vadym |
| contents | The integral with respect to a multidimensional stochastic measure, for which we assume only $σ$-additivity in probability, is studied. The continuity and differentiability of its realizations are established. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_06425 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Sample path properties of multidimensional integral with respect to stochastic measure Manikin, Boris Radchenko, Vadym Probability Primary: 60H05, Secondary: 60G60, 60G17 The integral with respect to a multidimensional stochastic measure, for which we assume only $σ$-additivity in probability, is studied. The continuity and differentiability of its realizations are established. |
| title | Sample path properties of multidimensional integral with respect to stochastic measure |
| topic | Probability Primary: 60H05, Secondary: 60G60, 60G17 |
| url | https://arxiv.org/abs/2401.06425 |