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Paperback Two-parameter Stochastic Processes With Finite Variation Book
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ISBN: 053000514X

ISBN13: 9780530005140

Two-parameter Stochastic Processes With Finite Variation

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Format: Paperback

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Book Overview

Abstract:

Let E be a Banach space with norm ---, and f: R2+ ?E a function with finite variation. Properties of the variation are studied, and an associated increasing real-valued function -f- is defined.

Sufficient conditions are given for f to have properties analogous to those of functions of one variable. A correspondence f f between such functions and E-valued Borel measures on R2+ is established, and the equality - ?f -= ?-f- is...

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Math Mathematics Science & Math

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