Abstract
Let \({\Bbb T} \subset \mathbb{R}\), \((\Omega, {\rm{F}}, \{{\rm{F}}_t\}_{t\in {\Bbb T}}, {\mathsf{P}})\) be a probability space with complete filtration. Let \(X = \{X(t), t\in{\Bbb T}\}\) be an adapted stochastic process taking values in some metric space \(({\Bbb X}, {\frak X})\), which sometimes is called the phase space of the process X.
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Gusak, D., Kukush, A., Kulik, A., Mishura, Y., Pilipenko, A. (2010). Markov and diffusion processes. In: Theory of Stochastic Processes. Problem Books in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-87862-1_12
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DOI: https://doi.org/10.1007/978-0-387-87862-1_12
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