Abstract
A stochastic process on a probability space (Ω, F, ℙ) is a family (Xt)t∈I of random variables on Ω. In this book, the index set I is always a subset of [0, ∞]. The process X may also be viewed as a single function of two variables t and ω. Stopping times and filtrations are introduced in order to deal with measurability questions arising from the interplay between t an ω.
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© 1990 Springer Fachmedien Wiesbaden
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von Weizsäcker, H., Winkler, G. (1990). Processes and Filtrations. In: Stochastic Integrals. Advanced Lectures in Mathematics. Vieweg+Teubner Verlag, Wiesbaden. https://doi.org/10.1007/978-3-663-13923-2_2
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DOI: https://doi.org/10.1007/978-3-663-13923-2_2
Publisher Name: Vieweg+Teubner Verlag, Wiesbaden
Print ISBN: 978-3-528-06310-8
Online ISBN: 978-3-663-13923-2
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