Random and Vector Measures

Front Cover
World Scientific, 2012 - Mathematics - 553 pages
The book is devoted to the structural analysis of vector and random (or both) valued countably additive measures, and used for integral representations of random fields. The spaces can be Banach or Frechet types. Special attention is given to Bochner's boundedness principle and Grothendieck's representation unifying and simplyfying stochastic integrations. Several stationary aspects, extensions and random currents as well as related multilinear forms are analyzed, whilst numerous new procedures and results are included, and many research areas are opened up which also display the geometric aspects in multi dimensions.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

1 Introduction and Motivation
1
2 Second Order Random Measures and Representations
23
3 Random Measures Admitting Controls
61
Specialized Analysis
125
5 More on Random Measures and Integrals
167
6 Martingale Type Measures and Their Integrals
217
7 Multiple Random Measures and Integrals
269
8 Vector Measures and Integrals
373
9 Random and Vector Multimeasures
447
Bibliography
497
Notation Index
523
Author Index
529
Subject Index
535
Copyright

Other editions - View all

Common terms and phrases