Bilinear random integrals

Jan Rosiński. Bilinear random integrals. Warszawa: Instytut Matematyczny Polskiej Akademi Nauk, 1987. <http://eudml.org/doc/268389>.

@book{JanRosiński1987,
abstract = {CONTENTSI. Introduction.....................................................................................................................................................................5II. Preliminaries...................................................................................................................................................................7  1. Infinitely divisible probability measures on Banach spaces..........................................................................................7  2. Random measures......................................................................................................................................................9III. Bilinear random integral...............................................................................................................................................11  1. Definition and necessary conditions for the existence of a random integral...............................................................11  2. Topology in the space of M-integrable functions........................................................................................................17  3. Characterization of M-integrable functions.................................................................................................................21  4. Approximation by simple functions and some contraction principles..........................................................................33  5. Stable symmetric random integrals............................................................................................................................42IV. Random integrals of Banach space valued functions with respect to real valued random measures..........................45  1. Immediate corollaries from a general theory of random integrals and examples........................................................45  2. Gaussian and stable random integrals......................................................................................................................51  3. Comparison theorem and some applications.............................................................................................................62References......................................................................................................................................................................70},
author = {Jan Rosiński},
keywords = {infinitely divisible probability measure on a Banach space; contraction principles; stable symmetric random integrals; comparison theorem; semistable measures},
language = {eng},
location = {Warszawa},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
title = {Bilinear random integrals},
url = {http://eudml.org/doc/268389},
year = {1987},
}

TY - BOOK
AU - Jan Rosiński
TI - Bilinear random integrals
PY - 1987
CY - Warszawa
PB - Instytut Matematyczny Polskiej Akademi Nauk
AB - CONTENTSI. Introduction.....................................................................................................................................................................5II. Preliminaries...................................................................................................................................................................7  1. Infinitely divisible probability measures on Banach spaces..........................................................................................7  2. Random measures......................................................................................................................................................9III. Bilinear random integral...............................................................................................................................................11  1. Definition and necessary conditions for the existence of a random integral...............................................................11  2. Topology in the space of M-integrable functions........................................................................................................17  3. Characterization of M-integrable functions.................................................................................................................21  4. Approximation by simple functions and some contraction principles..........................................................................33  5. Stable symmetric random integrals............................................................................................................................42IV. Random integrals of Banach space valued functions with respect to real valued random measures..........................45  1. Immediate corollaries from a general theory of random integrals and examples........................................................45  2. Gaussian and stable random integrals......................................................................................................................51  3. Comparison theorem and some applications.............................................................................................................62References......................................................................................................................................................................70
LA - eng
KW - infinitely divisible probability measure on a Banach space; contraction principles; stable symmetric random integrals; comparison theorem; semistable measures
UR - http://eudml.org/doc/268389
ER -