Liftings and the construction of stochastic processes-Reference-Cited by-同舟云学术

Liftings and the construction of stochastic processes

Published:1978 Issue:0 Volume:246 Page:429-438
ISSN:0002-9947
Container-title:Transactions of the American Mathematical Society
language:en
Short-container-title:Trans. Amer. Math. Soc.

Author:

Cohn Donald L.

Abstract

It is shown that if the continuum hypothesis holds, then the use of liftings to construct modifications of stochastic processes can replace measurable processes with nonmeasurable ones. The use of liftings to choose the paths, rather than the random variables, of a stochastic process is investigated.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/tran/1978-246-00/S0002-9947-1978-0515549-3/S0002-9947-1978-0515549-3.pdf

Reference9 articles.

1. Measurable choice of limit points and the existence of separable and measurable processes;Cohn, Donald L.;Z. Wahrscheinlichkeitstheorie und Verw. Gebiete,1972

2. A counterexample on measurable processes;Dudley, R. M.,1972

3. Existence of measurable modifications of stochastic processes;Hoffmann-Jørgensen, J.;Z. Wahrscheinlichkeitstheorie und Verw. Gebiete,1972

4. On the existence of a lifting commuting with the left translations of an arbitrary locally compact group;Ionescu Tulcea, A.,1967

5. Liftings for abstract valued functions and separable stochastic processes;Ionescu Tulcea, A.;Z. Wahrscheinlichkeitstheorie und Verw. Gebiete,1969

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