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On superpositional filtrations

Author

Listed:
  • Strati, Francesco

Abstract

In this present work I shall define the basic notions of superpositional filtrations. Given a superposition integral I shall find a general measure theory by means of cylinder sets and then I shall define the properties of the s-filtration for a general process X.

Suggested Citation

  • Strati, Francesco, 2012. "On superpositional filtrations," MPRA Paper 40879, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:40879
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    File URL: https://mpra.ub.uni-muenchen.de/40879/1/MPRA_paper_40879.pdf
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    References listed on IDEAS

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    1. Strati, Francesco, 2012. "From the Bochner integral to the superposition integral," MPRA Paper 39615, University Library of Munich, Germany.
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      More about this item

      Keywords

      Radon measures; measures on topological spaces; filters; Superposition integral;
      All these keywords.

      JEL classification:

      • C0 - Mathematical and Quantitative Methods - - General
      • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics

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