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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2014 Volume 287, Pages 267–278 (Mi tm3577)

This article is cited in 1 paper

Characterization of density processes of deformed stochastic bases of the first kind

I. V. Pavlov, O. V. Nazarko

Rostov State University of Civil Engineering, Rostov-on-Don, Russia

Abstract: We propose a method for reducing a deformed stochastic basis of the first kind to a weakly deformed one. In the case when every $\sigma$-algebra of a filtration is generated by an at most countable partition of the sample space into atoms, we study the problems of constructing deformations of the first kind from a given density process.

UDC: 519.216.2

Received in June 2014

DOI: 10.1134/S0371968514040153


 English version:
Proceedings of the Steklov Institute of Mathematics, 2014, 287:1, 256–267

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