Content area
Abstract
The Wiener process is the classical example of a mathematical model for Brownian movement. Wiener viewed Brownian movement essentially as a random walk: a Brownian particle's position at time t equals the sum of displacements over successive time intervals that partition [0, t]. This is a guideline to the definition of integrator. We can reverse the point of view and ask the following question: Under which (minimal) conditions is the process retrievable from its increments?
We present a construction (a blueprint) that is based on the application of multidimensional measure theory. This construction is extendible to processes indexed by n parameters.
Details
Title
Continuous -time models of generalized random walks
Author
Stricevic, Slaven
Year
2000
ISBN
978-0-599-88491-5
Source type
Dissertation or Thesis
Language of publication
English
ProQuest document ID
304596548
Copyright
Database copyright ProQuest LLC; ProQuest does not claim copyright in the individual underlying works.
