Displaying similar documents to “Extensions of measures and abstract stochastic processes”

Product liftings and densities with lifting invariant and density invariant sections

Kazimierz Musiał, W. Strauss, N. Macheras (2000)

Fundamenta Mathematicae

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Given two measure spaces equipped with liftings or densities (complete if liftings are considered) the existence of product liftings and densities with lifting invariant or density invariant sections is investigated. It is proved that if one of the marginal liftings is admissibly generated (a subclass of consistent liftings), then one can always find a product lifting which has the property that all sections determined by one of the marginal spaces are lifting invariant (Theorem 2.13)....

On the extension of measures.

Baltasar Rodríguez-Salinas (2001)

RACSAM

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We give necessary and sufficient conditions for a totally ordered by extension family (Ω, Σ, μ) of spaces of probability to have a measure μ which is an extension of all the measures μ. As an application we study when a probability measure on Ω has an extension defined on all the subsets of Ω.

Moments of some random functionals

K. Urbanik (1997)

Colloquium Mathematicum

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The paper deals with nonnegative stochastic processes X(t,ω)(t ≤ 0) not identically zero with stationary and independent increments right-continuous sample functions and fulfilling the initial condition X(0,ω)=0. The main aim is to study the moments of the random functionals ∫ 0 ∞ f ( X ( τ , ω ) ) d τ for a wide class of functions f. In particular a characterization of deterministic processes in terms of the exponential moments of these functionals is established.