Abstract
In many situations, we have more than a single random variable to consider. In particular, we may have new observations at different points in time, each of which is random. Our goal in this section is to build a mathematical understanding of these ‘stochastic processes’, that is, of collections of random variables, the values of which become revealed through time.
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References
G. Di Nunno, Y.A. Rozanov, On measurable modification of stochastic functions. Theory Probab. Appl. 46(1), 122–127 (2002)
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Cohen, S.N., Elliott, R.J. (2015). Filtrations, Stopping Times and Stochastic Processes. In: Stochastic Calculus and Applications. Probability and Its Applications. Birkhäuser, New York, NY. https://doi.org/10.1007/978-1-4939-2867-5_3
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DOI: https://doi.org/10.1007/978-1-4939-2867-5_3
Publisher Name: Birkhäuser, New York, NY
Print ISBN: 978-1-4939-2866-8
Online ISBN: 978-1-4939-2867-5
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