modification of a stochastic process

Let {Xt}t0, {Yt}t0 be stochastic processesMathworldPlanetmath on (Ω,,P). {Xt}t0 is a modification of {Yt}t0 if


for all t[0,).


  • 1 Bernt Øksendal. , 5th ed Springer 1998.
Title modification of a stochastic process
Canonical name ModificationOfAStochasticProcess
Date of creation 2013-03-22 16:09:44
Last modified on 2013-03-22 16:09:44
Owner georgiosl (7242)
Last modified by georgiosl (7242)
Numerical id 9
Author georgiosl (7242)
Entry type Definition
Classification msc 60G07
Classification msc 60G05
Related topic DistributionsOfAStochasticProcess
Defines modification