IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v9y1979i1p16-58.html
   My bibliography  Save this article

Representations of general stochastic processes

Author

Listed:
  • Johnson, Dudley Paul

Abstract

In this paper we carry on our study [4] of the algebraic representations of general stochastic processes. We give methods for constructing the algebraic representation of a stochastic process from the distribution of the process at a fixed finite number of times, we develope some techniques of integration, and we introduce the notion of a fibre bundle representation of a stochastic process. We then use this fibre bundle representation to study existence, methods of computation and the geometry of Markov process representations of the general stochastic process; thus extending [4] where existence was only discussed for discrete time or simple stochastic processes.

Suggested Citation

  • Johnson, Dudley Paul, 1979. "Representations of general stochastic processes," Journal of Multivariate Analysis, Elsevier, vol. 9(1), pages 16-58, March.
    • Handle: RePEc:eee:jmvana:v:9:y:1979:i:1:p:16-58
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(79)90066-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:9:y:1979:i:1:p:16-58. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.