On superpositional filtrations

In this present work I shall define the basic notions of superpositional filtrations. Given a superposition integral I shall find a general measure theory by means of cylinder sets and then I shall define the properties of the s-filtration for a general process X.

MoreLess

Year of publication:	2012-08-20
Authors:	Strati, Francesco
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Radon measures \| measures on topological spaces \| filters \| Superposition integral

More details

Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C0 - Mathematical and Quantitative Methods. General ; C02 - Mathematical Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011110752