7,178 research outputs found
Sample path properties of stochastic processes represented as multiple stable integrals
Originally published as a technical report no. 871, October 1989 for Cornell University Operations Research and Industrial Engineering. Available online: http://hdl.handle.net/1813/8754This paper studies the sample path properties of stochastic processes represented by multiple symmetric α-stable integrals. It relates the “smoothness” of the sample paths to the “smoothness” of the (non-random) integrand. It also contains results about the behavior of the distribution of suprema and zero-one laws
Representation of maxitive measures: an overview
Idempotent integration is an analogue of Lebesgue integration where
-maxitive measures replace -additive measures. In addition to
reviewing and unifying several Radon--Nikodym like theorems proven in the
literature for the idempotent integral, we also prove new results of the same
kind.Comment: 40 page
Multifunctions determined by integrable functions
Integral properties of multifunctions determined by vector valued functions are presented. Such multifunctions quite often serve as examples and counterexamples. In particular it can be observed that the properties of being integrable in the sense of Bochner, McShane or Birkhoff can be transferred to the generated multifunction while Henstock integrability does not guarantee i
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