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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 582–585
(Mi tvp744)
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This article is cited in 7 scientific papers (total in 7 papers)
Short Communications
A stochastic integral for operator-valued functions
N. N. Vakhaniaa, N. P. Kandelaki a Tbilisi
Abstract:
The definition of a stochastic integral (having properties $(a)$–$(r)$) for a certain class of operator-valued functions with respect to random vector-valued measures is given. We also find the covariance operator of the stochastic integral.
Received: 04.05.1966
Citation:
N. N. Vakhania, N. P. Kandelaki, “A stochastic integral for operator-valued functions”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 582–585; Theory Probab. Appl., 12:3 (1967), 525–528
Linking options:
https://www.mathnet.ru/eng/tvp744 https://www.mathnet.ru/eng/tvp/v12/i3/p582
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Abstract page: | 252 | Full-text PDF : | 117 | First page: | 1 |
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