A constructive approach to the theory of stochastic processes
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- by Yuen Kwok Chan PDF
- Trans. Amer. Math. Soc. 165 (1972), 37-44 Request permission
Abstract:
Some basic problems in probability theory will be considered with the constructive point of view. Among them are the construction of measurable stochastic processes from finite joint probabilities, and the construction of interesting random variables related to a given process. These random variables include (1) the first instant when a process has spent a definite length of time in a definite set, and (2) the value of another process at such an instant.References
- Errett Bishop, Foundations of constructive analysis, McGraw-Hill Book Co., New York-Toronto, Ont.-London, 1967. MR 0221878
- Errett Bishop and Henry Cheng, Constructive measure theory, Memoirs of the American Mathematical Society, No. 116, American Mathematical Society, Providence, R.I., 1972. MR 0499047
- Edward Nelson, Regular probability measures on function space, Ann. of Math. (2) 69 (1959), 630–643. MR 105743, DOI 10.2307/1970027
- Jacques Neveu, Bases mathématiques du calcul des probabilités, Masson et Cie, Éditeurs, Paris, 1964 (French). MR 0198504
Additional Information
- © Copyright 1972 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 165 (1972), 37-44
- MSC: Primary 60A05; Secondary 02E05, 60G05
- DOI: https://doi.org/10.1090/S0002-9947-1972-0365642-8
- MathSciNet review: 0365642