Stochastic processes on the basis of new measure theory

  • Heinz KönigEmail author


The present article describes the reformation of certain basic structures, first in measure and integration as in the previous work of the author, and on this basis then in stochastic processes. Both times the aim is to overcome certain well-known substantial difficulties.


Traditional and new stochastic processes their canonical and maximal measures their essential subsets the Wiener and Poisson processes inner premeasures and their maximal inner extensions projective limit theorems 


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© Springer Basel 2012

Authors and Affiliations

  1. 1.Fakultät für Mathematik und InformatikUniversität des SaarlandesSaarbrückenGermany

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