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Construction of deformed stochastic bases of the 2nd kindстатья Исследовательская статья
- Авторы: Pavlov I.V., Tsvetkova I.V., Volosatova T.A.
- Журнал: Global and Stochastic Analysis
- Том: 7
- Номер: 2
- Год издания: 2020
- Первая страница: 209
- Последняя страница: 218
- Аннотация: Deformations (special two-parameter families of probability mea-sures) {Qnk , 0 ≤ k ≤ n < ∞} and the corresponding deformed stochastic basesof the 1st and 2nd kind with discrete time were axiomatically determined bythe first author in 2008. Subsequently, he and O.V. Nazarko laid the founda-tions of a stochastic analysis on these structures. The present work continuesthis topic. The main result of the paper is the theorem, which proves theformula for representing measures {Qnk , 0 ≤ k < n < ∞} by the measures{Qii, 0 ≤ i < ∞}. This construction is important for the development ofthe theory of deflators on deformed structures. The paper also gives themost general definition of a deformed stochastic basis of the second kind withcontinuous time. Some important properties of this object are given
- Добавил в систему: Павлов Игорь Викторович