A Generalization of Separable Stochastic Processes
Elliott, E. O.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 320-325 / Harvested from Project Euclid
Doob introduced the standard modifications or extensions of a stochastic process and proved that every stochastic process has a separable standard modification. In 1964 Elliott and Morse developed a general theory of product measures with implications in the theory of continuous parameter processes with mutually independent random variables. In particular, they gave a new method for obtaining extensions which considerably generalizes the notion of separability. For a separable process only certain events specified by restrictions of the random variables at a nondenumerable collection of time points are measurable. Under their generalization, the restriction to only certain events is virtually removed. The key to the new method for obtaining extensions is a modification by means of nilsets. The definition of nilsets has recently been adjusted to enable the application of this method to general stochastic processes.
Publié le : 1972-02-14
Classification: 
@article{1177692725,
     author = {Elliott, E. O.},
     title = {A Generalization of Separable Stochastic Processes},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 320-325},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692725}
}
Elliott, E. O. A Generalization of Separable Stochastic Processes. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  320-325. http://gdmltest.u-ga.fr/item/1177692725/