#progressively_measurable_process

Progressively measurable process

In mathematics, progressive measurability is a property in the theory of stochastic processes. A progressively measurable process, while defined quite technically, is important because it implies the stopped process is measurable. Being progressively measurable is a strictly stronger property than the notion of being an adapted process. Progressively measurable processes are important in the theory of Itô integrals.

Fri 17th

Provided by Wikipedia

Learn More
0 searches
This keyword has never been searched before
This keyword has never been searched for with any other keyword.