Parameter-dependent integrals with respect to general random measures
Author:
V. M. Radchenko
Translated by:
O. I. Klesov
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom 75 (2006).
Journal:
Theor. Probability and Math. Statist. 75 (2007), 161-165
MSC (2000):
Primary 60G57
DOI:
https://doi.org/10.1090/S0094-9000-08-00722-9
Published electronically:
January 25, 2008
MathSciNet review:
2321189
Full-text PDF Free Access
Abstract | References | Similar Articles | Additional Information
Abstract: We study integrals of real functions considered with respect to general random measures. The integrals are assumed to depend on a parameter. We obtain sufficient conditions for the existence of a continuous version of random functions and sufficient conditions such that a random measure generated by increments of these random functions exists.
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Additional Information
V. M. Radchenko
Affiliation:
Department of Mathematical Analysis, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue, 6, Kyiv 03127, Ukraine
Email:
vradchenko@univ.kiev.ua
DOI:
https://doi.org/10.1090/S0094-9000-08-00722-9
Keywords:
Random measure,
stochastic integral dependent on a parameter,
continuity of sample paths of a stochastic process
Received by editor(s):
January 20, 2006
Published electronically:
January 25, 2008
Article copyright:
© Copyright 2008
American Mathematical Society
