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2004 | OriginalPaper | Buchkapitel

Additive Processes (Processes with Independent Increments)

verfasst von : Kiyosi Itô

Erschienen in: Stochastic Processes

Verlag: Springer Berlin Heidelberg

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Let (Ω,B,P) stand for the basic probability space as before. We assume that B is complete with respect to P, namely every subset of N ∊ B with P(N) = 0 belongs to B and so automatically has P-measure (= probability) 0. Let ω stand for a generic element of Ω.

Metadaten
Titel
Additive Processes (Processes with Independent Increments)
verfasst von
Kiyosi Itô
Copyright-Jahr
2004
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-662-10065-3_2