Browsing Mathematics by Subject "conditional expectation"
Now showing items 1-2 of 2
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A new general approach to vector valued stochastic integration
(International Journal of Modeling and Optimization, www.ijmo.org, 2014-08)We use an extended theory of integral that generalizes the integration of vector valued functions with respect to non-negative, monotonic,countably subadditive set functions, in order to introduce a new approach to stochastic ... -
Unconditional integrability with application to ergodic theorem
(ScienceDomain International, http://www.sciencedomain.org/, 2017-08-07)We present a straightforward introduction to the unconditional integrability in the extended sense. We state and proof useful necessary and sufficient conditions for unconditional integrability of complex or real valued ...