Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS

Mobile Device Pairing
Green Open Access
Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)


Regularity of generalized stochastic processes and their derivatives

Author: Lewis Pakula
Journal: Proc. Amer. Math. Soc. 46 (1974), 399-401
MSC: Primary 60G20
MathSciNet review: 0350838
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: If $ X$ is a generalized stochastic process which is regular in the prediction-theoretic sense then $ P(d/dx)X$ is regular for a differential operator $ P(d/dx)$. This is used to study sufficient conditions for regularity of stationary processes. On the other hand, an example shows that the derivative of a (nonstationary) deterministic process may be regular.

References [Enhancements On Off] (What's this?)

Similar Articles

Retrieve articles in Proceedings of the American Mathematical Society with MSC: 60G20

Retrieve articles in all journals with MSC: 60G20

Additional Information

PII: S 0002-9939(1974)0350838-9
Keywords: Prediction theory of generalized stochastic processes
Article copyright: © Copyright 1974 American Mathematical Society