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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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