Abstract
For random functions that are sums of random functional series, we determine an integral over a general random measure and prove limit theorems for this integral. We consider the solution of an integral equation with respect to an unknown random measure.
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Additional information
National University, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 8, pp. 1087–1095, August, 1999.
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Radchenko, V.N. Integrals of certain random functions with respect to general random measures. Ukr Math J 51, 1226–1236 (1999). https://doi.org/10.1007/BF02592510
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DOI: https://doi.org/10.1007/BF02592510