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Preliminaries

  • K. L. Chung
  • R. J. Williams
Part of the Progress in Probability and Statistics book series (PRPR, volume 4)

Abstract

For each interval I in ℝ = (−∞,∞) let B(I) denote the σ-field of Borel subsets of I. For each t ∈ ℝ+ = [0, ∞), let B t denote B([0, t]) and let B denote B(ℝ+) =∨t∈ℝ+ B t — the smallest σ-field containing B t for all t in ℝ+.

Keywords

Brownian Motion Poisson Process Conditional Expectation Local Martingale Optional Time 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1983

Authors and Affiliations

  • K. L. Chung
    • 1
  • R. J. Williams
    • 1
  1. 1.Department of MathematicsStanford UniversityStanfordUSA

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