Integration of direct limits of real random variables

In our preceding paper [1], we have studied the fundamental properties of the direct limits of measure spaces. The present article is devoted to the study of the integration of direct limits of direct systems of real measurable functions, and in particular, of direct limits of systems of real random variables. These results will be useful in the stochastic calculus whenever the direct limit theory is essentially employed.

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Year of publication:	1973
Authors:	Vasilach, Serge
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 3.1973, 1, p. 17-25
Publisher:	Elsevier
Keywords:	direct limits of real random variables expectations of direct limits of random variables

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221325