Stochastic processes as Fourier transforms of stochastic measures
نویسندگان
چکیده
منابع مشابه
Smoothing and occupation measures of stochastic processes
This is a review paper about some problems of statistical inference for one-parameter stochastic processes, mainly based upon the observation of a convolution of the path with a non-random kernel. Most of the results are known and presented without proofs. The tools are first and second order approximation theorems of the occupation measure of the path, by means of functionals defined on the sm...
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In recent work the author proposed a reformed notion of stochastic processes, which in particular removes notorious problems with uncountable time domains. In case of a Polish state space the new stochastic processes are in one-to-one correspondence with the traditional ones. This implies for a stochastic process that the traditional canonical measure on the path space receives a certain distin...
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ژورنال
عنوان ژورنال: Annales Academiae Scientiarum Fennicae Series A I Mathematica
سال: 1975
ISSN: 0066-1953
DOI: 10.5186/aasfm.1975.591