Stochastic interval
From Encyclopedia of Mathematics
One of the intervals:
 |
 |
 |
 |
where 
and 
are two stopping times defined on a measurable space 
with an increasing family 
of sub-
-algebras 
.
References
| [1] | C. Dellacherie, "Capacités et processus stochastiques" , Springer (1972) |
How to Cite This Entry:
Stochastic interval. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Stochastic_interval&oldid=48852
Stochastic interval. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Stochastic_interval&oldid=48852
This article was adapted from an original article by A.N. Shiryaev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article