Imperial College London
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ProfessorAbbasEdalat

Faculty of Engineering, Department of Computing

Professor in Computer Science & Maths
 
 
 
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Contact

 

+44 (0)20 7594 8245a.edalat Website

 
 
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Location

 

420Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Bilokon:2014,
author = {Bilokon, P and Edalat, A},
publisher = {ACM},
title = {A domain-theoretic approach to Brownian motion and general continuous stochastic processes},
url = {http://www.doc.ic.ac.uk/~ae/papers.html},
year = {2014}
}
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RIS format (EndNote, RefMan)

TY  - CPAPER
AB  - We introduce a domain-theoretic framework for continuous-time,continuous-state stochastic processes. The laws of stochastic processesare embedded into the space of maximal elements of thenormalised probabilistic power domain on the space of continuousinterval-valued functions endowed with the relative Scott topology.We use the resulting !-continuous bounded complete dcpo to definepartial stochastic processes and characterise their computability.For a given continuous stochastic process, we show how itsdomain-theoretic, i.e., finitary, approximations can be constructed,whose least upper bound is the law of the stochastic process. As amain result, we apply our methodology to Brownian motion. Weconstruct a partial Wiener measure and show that the Wiener measureis computable within the domain-theoretic framework.
AU  - Bilokon,P
AU  - Edalat,A
PB  - ACM
PY  - 2014///
TI  - A domain-theoretic approach to Brownian motion and general continuous stochastic processes
UR  - http://www.doc.ic.ac.uk/~ae/papers.html
ER  -
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