Additive Processes (Processes with Independent Increments)

Kiyosi Itô

Chapter 1 in Stochastic Processes, 2004, pp 39-92 from Springer

Abstract: Abstract 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.

Keywords: Additive Process; Random Measure; Sample Function; Independent Increment; Gauss Type (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/978-3-662-10065-3_2

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