Sample Functions of Stochastic Measures and Besov Spaces

This paper considers stochastic measures, i.e., sets of functions given on the Borel sigma-algebra in [0,1]^sup d^ sigma-additive with respect to probability. It is shown that realizations of continuous random functions generated by stochastic measures belong to the Besov spaces under some general s...

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Published in:Theory of probability and its applications 2010-01, Vol.54 (1), p.160-168
Main Author: Radchenko, V N
Format: Article
Language:English
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Mathematical functions
Probability distribution
Random variables
Stochastic models
Stochasticity
Studies
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description This paper considers stochastic measures, i.e., sets of functions given on the Borel sigma-algebra in [0,1]^sup d^ sigma-additive with respect to probability. It is shown that realizations of continuous random functions generated by stochastic measures belong to the Besov spaces under some general sufficiently assumptions. [PUBLICATION ABSTRACT]
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source ABI/INFORM Global; LOCUS - SIAM's Online Journal Archive
subjects Mathematical functions
Probability distribution
Random variables
Stochastic models
Stochasticity
Studies
title Sample Functions of Stochastic Measures and Besov Spaces
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