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Continuity of stochastic convolutions
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UNSPECIFIED (2001) Continuity of stochastic convolutions. CZECHOSLOVAK MATHEMATICAL JOURNAL, 51 (4). pp. 679-684. ISSN 0011-4642
Full text not available from this repository.Abstract
Let B be a Brownian motion, and let C-P be the space of all continuous periodic functions f: R --> R with period 1. It is shown that the set of all f is an element of C-P such that the stochastic convolution X-f,X-B(t) = integral(0)(t) f(t - s) dB(s), t is an element of [0, 1] does not have a modification with bounded trajectories, and consequently does not have a continuous modification, is of the second Baire category.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Journal or Publication Title: | CZECHOSLOVAK MATHEMATICAL JOURNAL |
| Publisher: | CZECHOSLOVAK MATHEMATICAL JOURNAL |
| ISSN: | 0011-4642 |
| Date: | 2001 |
| Volume: | 51 |
| Number: | 4 |
| Number of Pages: | 6 |
| Page Range: | pp. 679-684 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/11287 |
Data sourced from Thomson Reuters' Web of Knowledge
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