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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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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DOI: https://doi.org/10.1007/BF01192267
Keywords
- Stochastic Process
- Probability Theory
- Mathematical Biology
- Combinatorial Dimension
- Stochastic Integrator