IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-0348-0382-3_14.html
   My bibliography  Save this book chapter

Stochastic processes in terms of inner premeasures

In: Measure and Integration

Author

Listed:
  • Heinz König

    (Universität des Saarlandes, Fakultät für Mathematik und Informatik)

Abstract

In a recent paper the author used his work in measure and integration to obtain the projective limit theorem of Kolmogorov in a comprehensive version in terms of inner premeasures. In the present paper the issue is the influence of the new theorem on the notion of stochastic processes. It leads to essential improvements in the foundation of special processes, of the Wiener process in the previous paper and of the Poisson process in the present one. But it also forms the basis for a natural redefinition of the entire notion. The stochastic processes in the reformed sense are in one-to-one correspondence with the traditional ones in case that the state space is a Polish topological space with its Borel σ algebra, but the sizes and procedures are quite different. The present approach makes an old idea of Kakutani come true, but with due adaptations.

Suggested Citation

  • Heinz König, 2012. "Stochastic processes in terms of inner premeasures," Springer Books, in: Measure and Integration, edition 127, pages 313-342, Springer.
    • Handle: RePEc:spr:sprchp:978-3-0348-0382-3_14
    DOI: 10.1007/978-3-0348-0382-3_14
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-0348-0382-3_14. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.