Borkar, Vivek S. (1993) On infinitesimal σ-fields generated by random processes Proceedings of the Indian Academy of Sciences - Mathematical Sciences, 103 (3). pp. 329-332. ISSN 0253-4142
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Official URL: http://www.ias.ac.in/j_archive/mathsci/103/3/329-3...
Related URL: http://dx.doi.org/10.1007/BF02866995
Abstract
It is proved that the infinitesimal look-ahead and look-back σ-fields of a random process disagree at atmost countably many time instants.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to Indian Academy of Sciences. |
| Keywords: | Random Processes; Look-ahead σ-field; Look-back σ-field; Markov Processes |
| ID Code: | 5346 |
| Deposited On: | 18 Oct 2010 08:51 |
| Last Modified: | 16 May 2016 15:51 |
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