Progressively Measurable Process

(Measure Theory)

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Measure Theory
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What is Progressively measurable process?

In mathematics, progressive measurability is a property in the theory of stochastic processes. A progressively measurable process, while defined quite technically, is important because it implies the stopped process is measurable. Being progressively measurable is a strictly stronger property than the notion of being an adapted process. Progressively measurable processes are important in the theory of Itô integrals.

Technology Types

hypothesismeasure theorystochastic processstochastic processe

Synonyms

Progressive measurabilityProgressively measurableProgressively measurable processes

Translations

Proces stochastyczny progresywnie mierzalny (pl)Processus progressivement mesurable (fr)Progressiv messbarer stochastischer Prozess (de)循序可测过程 (zh)

Tech Info


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