Predictable Process

(Stochastic Processe)

Tech

skills
Stochastic Processe
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What is Predictable process?

In stochastic analysis, a part of the mathematical theory of probability, a predictable process is a stochastic process whose value is knowable at a prior time. The predictable processes form the smallest class that is closed under taking limits of sequences and contains all adapted left-continuous processes.

Technology Types

hypothesisstochastic processstochastic processe

Synonyms

Predictable sigma-algebraPredictable σ-algebra

Translations

Proceso predictible (es)Processus prévisible (fr)Vorhersagbarer Prozess (de)可预测过程 (zh)

Tech Info


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 — Date merged: 11/6/2021, 1:32:50 PM
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