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作者：TOWGHI, N
摘要：In this paper the L(1)-stochastic integral and the mixed stochastic integral of a process Y with respect to a process X is defined in a way that extends Riemann-Stieltjes integration of deterministic functions with respect to X. The L(1)-integral will include the classical Ito integral. However, the concepts of ''filtration'' and adaptability do not play any role; instead, the p-variation of Dolean functions of the processes X and Y is the determining factor.
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作者：HOUDRE, C
作者单位：University of North Carolina; University of North Carolina Chapel Hill; George Mason University; University System of Maryland; University of Maryland College Park
摘要：The problem of recovering, say, a band-limited weakly stationary process from a set of its irregularly spaced samples is studied. For rather general sampling sequences some sufficient conditions ensuring mean square or pathwise reconstruction are obtained. For the cases of regular samples with either finitely many missing ones and/or finitely many irregular ones, a necessary and sufficient condition is presented. Some elements of the proofs involve classical results on nonharmonic Fourier seri...
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作者：BURDZY, K; TOBY, E
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：We consider two-dimensional reflected Brownian motions in sharp thorns pointed downward with horizontal vectors of reflection. We present a decomposition of the process into a Brownian motion and a process which has bounded variation away from the tip of the thorn. The construction is based on a new Skorohod-type lemma.
