A criterion for right continuity of filtrations generated by group-valued additive processes

August M. Zapala

Statistics & Probability Letters, 2003, vol. 63, issue 1, 79-87

Abstract: Let X={X(t),t[set membership, variant]T} be a stochastic process with independent increments indexed by the multidimensional set of parameters T=(R+)q, q[greater-or-equal, slanted]1, taking values in a T0 topological Abelian group G. In this note, we give conditions under which the filtration , t[set membership, variant]T, generated by the process X is right continuous, i.e. for all t[set membership, variant]T.

Keywords: Abelian; topological; group; Additive; stochastic; process; Right; continuous; filtration (search for similar items in EconPapers)
Date: 2003
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