Metatimes, random measures and cylindrical random variables
Metatimes constitute an extension of time-change to general measurable spaces, defined as mappings between two σ-algebras. Equipping the image σ-algebra of a metatime with a measure and defining the composition measure given by the metatime on the domain σ-algebra, we identify metatimes with bounded...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
VTeX
2021-05-01
|
| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/21-VMSTA178 |