Institute of Information Theory and Automation

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Bibliography

Journal Article

On existence of progressively measurable modifications

Ondreját Martin, Seidler Jan

: Electronic Communications in Probability vol.18, 20 (2013), p. 1-6

: GAP201/10/0752, GA ČR

: progressive measurability, modification

: 10.1214/ECP.v18-2548

: http://library.utia.cas.cz/separaty/2013/SI/ondrejat-0390844.pdf

(eng): In this article a short and simple proof that every adapted measurable stochastic process admits a progressively measurable modification is provided.

: BA

2019-01-07 08:39