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Integration of direct limits of real random variables

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  • Vasilach, Serge

Abstract

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.

Suggested Citation

  • Vasilach, Serge, 1973. "Integration of direct limits of real random variables," Journal of Multivariate Analysis, Elsevier, vol. 3(1), pages 17-25, March.
    • Handle: RePEc:eee:jmvana:v:3:y:1973:i:1:p:17-25
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