Stability of stochastic processes defined by integral functionals

K. Urbanik

Studia Mathematica (1992)

  • Volume: 103, Issue: 3, page 225-238
  • ISSN: 0039-3223

Abstract

top
The paper is devoted to the study of integral functionals ʃ 0 ∞ f ( X ( t , ω ) ) d t for continuous nonincreasing functions f and nonnegative stochastic processes X(t,ω) with stationary and independent increments. In particular, a concept of stability defined in terms of the functionals ʃ 0 ∞ f ( a X ( t , ω ) ) d t with a ∈ (0,∞) is discussed.

How to cite

top

Urbanik, K.. "Stability of stochastic processes defined by integral functionals." Studia Mathematica 103.3 (1992): 225-238. <http://eudml.org/doc/215947>.

@article{Urbanik1992,
abstract = {The paper is devoted to the study of integral functionals $ʃ_0^∞ f(X(t,ω)) dt$ for continuous nonincreasing functions f and nonnegative stochastic processes X(t,ω) with stationary and independent increments. In particular, a concept of stability defined in terms of the functionals $ʃ_0^∞ f(aX(t,ω))dt$ with a ∈ (0,∞) is discussed.},
author = {Urbanik, K.},
journal = {Studia Mathematica},
keywords = {integral functionals; independent increments},
language = {eng},
number = {3},
pages = {225-238},
title = {Stability of stochastic processes defined by integral functionals},
url = {http://eudml.org/doc/215947},
volume = {103},
year = {1992},
}

TY - JOUR
AU - Urbanik, K.
TI - Stability of stochastic processes defined by integral functionals
JO - Studia Mathematica
PY - 1992
VL - 103
IS - 3
SP - 225
EP - 238
AB - The paper is devoted to the study of integral functionals $ʃ_0^∞ f(X(t,ω)) dt$ for continuous nonincreasing functions f and nonnegative stochastic processes X(t,ω) with stationary and independent increments. In particular, a concept of stability defined in terms of the functionals $ʃ_0^∞ f(aX(t,ω))dt$ with a ∈ (0,∞) is discussed.
LA - eng
KW - integral functionals; independent increments
UR - http://eudml.org/doc/215947
ER -

References

top
  1. [1] C. Berg and G. Forst, Potential Theory on Locally Compact Abelian Groups, Springer, Berlin 1975. 
  2. [2] R. Engelking, General Topology, PWN, Warszawa 1977. 
  3. [3] W. Feller, An Introduction to Probability Theory and Its Applications, Vol. II, Wiley, New York 1971. 
  4. [4] I. I. Gikhman and A. V. Skorokhod, Theory of Random Processes, Vol. II, Nauka, Moscow 1973 (in Russian). 
  5. [5] Yu. V. Linnik and I. V. Ostrovskiǐ, Decompositions of Random Variables and Vectors, Nauka, Moscow 1972 (in Russian). 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.