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Stochastic integrators indexed by a multi-dimensional parameter
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  • Published: June 1993

Stochastic integrators indexed by a multi-dimensional parameter

  • Ron C. Blei1 

Probability Theory and Related Fields volume 95, pages 141–153 (1993)Cite this article

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Summary

Multi-parameter stochastic integrators are described and classified according to directions of integrability. Sets of directions are distinguished precisely by the combinatorial dimension of corresponding fractional Cartesian products. The main theorem establishes existence of stochastic processes which are integrators in prescribed directions but not others.

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Authors and Affiliations

  1. Department of Mathematics, The University of Connecticut, 06269, Storrs, CT, USA

    Ron C. Blei

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  1. Ron C. Blei
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Blei, R.C. Stochastic integrators indexed by a multi-dimensional parameter. Probab. Th. Rel. Fields 95, 141–153 (1993). https://doi.org/10.1007/BF01192267

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  • Received: 20 March 1991

  • Revised: 17 December 1991

  • Issue Date: June 1993

  • DOI: https://doi.org/10.1007/BF01192267

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Keywords

  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
  • Combinatorial Dimension
  • Stochastic Integrator
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