Markov Process Representations of General Stochastic Processes
نویسندگان
چکیده
منابع مشابه
Markov Processes and Stochastic Calculus
• Ω: An abstract space of points ω ∈ Ω. • F : a σ-field (or σ-algebra) on Ω. That is, a collection of subsets of Ω satisfying: 1. Ω ∈ F . 2. Let A ⊆ Ω such that A ∈ F then Ac = Ω−A ∈ F . 3. Let A1, A2, A3, · · · ∈ F then A1 ∪A2 ∪A3 ∪ · · · ∈ F . The elements of F are called events. Condition (1) above simply states that the space Ω is necessarily an event. Conditions (2) and (3) state that the ...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1970
ISSN: 0002-9939
DOI: 10.2307/2037313