Geodesic
Stability of stochastic processes defined by integral functionals
Studia Mathematica, Tome 103 (1992) no. 3, pp. 225-238

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

The paper is devoted to the study of integral functionals $ʃ_0^∞ f(X(t,ω)) dt$ for continuous nonincreasing functions f and nonnegative stochastic processes X(t,ω) with stationary and independent increments. In particular, a concept of stability defined in terms of the functionals $ʃ_0^∞ f(aX(t,ω))dt$ with a ∈ (0,∞) is discussed.
DOI : 10.4064/sm-103-3-225-238

K. Urbanik 1

1 
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K. Urbanik. Stability of stochastic processes defined by integral functionals. Studia Mathematica, Tome 103 (1992) no. 3, pp. 225-238. doi: 10.4064/sm-103-3-225-238

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