Optional random process
From Encyclopedia of Mathematics
A stochastic process 
that is measurable (as a mapping 
) with respect to the optional sigma-algebra 
.
Comments
An optional random process is also called an adapted random process.
References
| [a1] | C. Dellacherie, "Capacités et processus stochastiques" , Springer (1972) pp. Chapt. 3, Sect. 2 |
| [a2] | H. Bauer, "Probability theory and elements of measure theory" , Holt, Rinehart & Winston (1972) pp. Chapt. 11 (Translated from German) |
How to Cite This Entry:
Optional random process. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Optional_random_process&oldid=12518
Optional random process. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Optional_random_process&oldid=12518
This article was adapted from an original article by A.N. Shiryaev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article