Stability of stochastic processes defined by integral functionals
Urbanik, K.
Studia Mathematica, Tome 103 (1992), p. 225-238 / Harvested from The Polish Digital Mathematics Library
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The paper is devoted to the study of integral functionals ʃ0∞f(X(t,ω))dt for continuous nonincreasing functions f and nonnegative stochastic processes X(t,ω) with stationary and independent increments. In particular, a concept of stability defined in terms of the functionals ʃ0∞f(aX(t,ω))dt with a ∈ (0,∞) is discussed.

Publié le : 1992-01-01
EUDML-ID : urn:eudml:doc:215947 
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     pages = {225-238},
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Urbanik, K. Stability of stochastic processes defined by integral functionals. Studia Mathematica, Tome 103 (1992) pp. 225-238. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv103i3p225bwm/

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