دانلود مقاله ISI انگلیسی شماره 106583
ترجمه فارسی عنوان مقاله

رویکرد نظری دامنه به حرکت برونیا و فرآیندهای تصادفی جامع مداوم

عنوان انگلیسی
A domain-theoretic approach to Brownian motion and general continuous stochastic processes
کد مقاله سال انتشار تعداد صفحات مقاله انگلیسی
106583 2017 17 صفحه PDF
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Theoretical Computer Science, Volume 691, 29 August 2017, Pages 10-26

پیش نمایش مقاله
پیش نمایش مقاله  رویکرد نظری دامنه به حرکت برونیا و فرآیندهای تصادفی جامع مداوم

چکیده انگلیسی

We introduce a domain-theoretic framework for continuous-time, continuous-state stochastic processes. The laws of stochastic processes are embedded into the space of maximal elements of the normalised probabilistic power domain on the space of continuous interval-valued functions endowed with the relative Scott topology. We use the resulting ω-continuous bounded complete dcpo to obtain partially defined stochastic processes and characterise their computability. For a given continuous stochastic process, we show how its domain-theoretic, i.e., finitary, approximations can be constructed, whose least upper bound is the law of the stochastic process. As a main result, we apply our methodology to Brownian motion. We construct a partially defined Wiener measure and show that the Wiener measure is computable within the domain-theoretic framework.