A convergence theorem for a special class of stochastic processes
Author:
Richard R
dler a
dler a
| Affiliation: | a Fachbereich IV - Mathematik/Stochastik, University of Trier, Trier, Germany |
DOI:
10.1080/07362999808809523
Publication Frequency:
6 issues per year
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Abstract
In the present paper we study a special kind of stochastic processes. The usefulness of the result is illustrated by their applications to the straightforward convergence analysis of several schemes. We consider a filtrated probability space
and an adapted stochastic process from Further let be a stochastic matrix which is adapted to the filtration . The process satisfies the following condition A special case of these processes is a classical submartingale
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