On the convergence of measurable processes and prediction processes

Tsukahara, Hideatsu

Illinois J. Math., Tome 51 (2007) no. 3, p. 1231-1242 / Harvested from Project Euclid

Résumé

We study and characterize laws of measurable processes and their convergence with general state space and parameter set. Using those results, it is shown that convergence of the prediction processes implies that of the given processes. We also give a simple condition for convergence of the prediction processes when the given processes are Markovian.

Publié le : 2007-10-15
Classification: 60F17, 60G25

@article{1258138540,
     author = {Tsukahara, Hideatsu},
     title = {On the convergence of measurable processes and prediction processes},
     journal = {Illinois J. Math.},
     volume = {51},
     number = {3},
     year = {2007},
     pages = { 1231-1242},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1258138540}
}

Tsukahara, Hideatsu. On the convergence of measurable processes and prediction processes. Illinois J. Math., Tome 51 (2007) no. 3, pp.  1231-1242. http://gdmltest.u-ga.fr/item/1258138540/