An introduction to stochastic unit-root processes

An Introduction to Stochastic Processes

Introduction to stochastic processes ∗

Introduction to Stochastic Processes

Introduction to Stochastic Processes

We use the notation A ∈ F to indicate that the set A is in F . Remark that since A∩B = (A ∪B) and more generally ⋂ Ai = ( ⋃ Ai) c (Exercise: Prove this equality) axiom ii) holds with union replaced by intersection. Also we have A−B = A ∩B so if A,B ∈ F then A−B ∈ F . Basically you should think of a σ-algebra as a system of subsets in which you can perform any of the usual set-theoretic operatio...

Optimization of Business Processes: An Introduction to Applied Stochastic Modeling