Stability of stochastic processes defined by integral functionals

• Autorzy: Kazimierz Urbanik
• Języki publikacji: EN

Abstrakty

EN

The paper is devoted to the study of integral functionals $ʃ_0^∞ f(X(t,ω)) dt$ for continuous nonincreasing functions f and nonnegative stochastic processes X(t,ω) with stationary and independent increments. In particular, a concept of stability defined in terms of the functionals $ʃ_0^∞ f(aX(t,ω))dt$ with a ∈ (0,∞) is discussed.

Kategorie tematyczne

• 60H05: Stochastic integrals

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 1992
• Tom: 103
• Numer: 3
• Strony: 225-238

Daty

wydano

1992

otrzymano

1991-09-11

Twórcy

autor

Kazimierz Urbanik

• Institute of Mathematics, Wrocław University, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland

Bibliografia

• [1] C. Berg and G. Forst, Potential Theory on Locally Compact Abelian Groups, Springer, Berlin 1975.
• [2] R. Engelking, General Topology, PWN, Warszawa 1977.
• [3] W. Feller, An Introduction to Probability Theory and Its Applications, Vol. II, Wiley, New York 1971.
• [4] I. I. Gikhman and A. V. Skorokhod, Theory of Random Processes, Vol. II, Nauka, Moscow 1973 (in Russian).
• [5] Yu. V. Linnik and I. V. Ostrovskiǐ, Decompositions of Random Variables and Vectors, Nauka, Moscow 1972 (in Russian).