Two-parameter Stochastic Processes With Finite Variation - Bog af Charles Lindsey - Hardback

Two-parameter Stochastic Processes With Finite Variation - Charles Lindsey

Abstract:Let E be a Banach space with norm |¿|, and f: R2+ ?E a function with finite variation. Properties of the variation are studied, and an associated increasing real-valued function |f| is defined.Sufficient conditions are given for f to have properties analogous to those of functions of one variable. A correspondence f ??f between such functions and E-valued Borel measures on R2+ is established, and the equality | ?f |= ?|f| is proved. Correspondences between E-valued two-parameter processes..