Projections and regularity of abstract processes
作者:
JamesK. Brooks,
Nicolae Dinculeanu,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1987)
卷期:
Volume 5,
issue 1
页码: 17-25
ISSN:0736-2994
年代: 1987
DOI:10.1080/07362998708809105
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this note we shall prove the existence of optional and predictable projections of stochastic processes X taking values in a Banach space E. Furthermore, if the range of X is contained in a compact set and if X is cadlag (respectively caglad), then the optional (respectively predictable) projection possesses the same property. Finally, we shall prove that every E-valued martingale has a cadlag modification
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