On some properties of quadratic stochastic processes

Kazimierz Nikodem

Published: 1990-01-30

Vol. 3 (1990)

On some properties of quadratic stochastic processes

Kazimierz Nikodem

Abstract

In this paper we prove that every measurable quadratic stochastic process X : R^N×Ω→R is continuous and has the form
X(x,·) = Σ_i,j=1^Nx_ix_jY_i_,j(·) (a.e.),
where x = (x₁,...,x_N)∈R^N and Y_i_,j: Ω→R are random variables. Moreover, we give a proof of the stability of the quadratic stochastic processes.

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Nikodem, K. (1990). On some properties of quadratic stochastic processes. Annales Mathematicae Silesianae, 3, 58–69. Retrieved from https://journals.us.edu.pl/index.php/AMSIL/article/view/14303

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Vol. 3 (1990)
Published: 1990-01-30

ISSN: 0860-2107

eISSN: 2391-4238

10.1515/amsil

Publisher

University of Silesia Press

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