|
Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 1, Pages 143–146
(Mi tvp3301)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On events connected with reaching a set by sample paths of a stochastic process
M. I. Taksar Moscow
Abstract:
Let $\Gamma$ be a subset in the state space of a stochastic process $x_t$. Let $I$ be an interval on the real line $T$, and $D(I)$ be the event $\{x_t\in\Gamma\ \text{at some}\ t\in I\}$. Such a system of events $D(I)$ satisfies conditions 1.A–1.B.
Under some assumptions, in the Markov case, all such systems are described. The main result is applied to the analysis of a special $\sigma$-field in the space $T\times\Omega$.
Received: 24.06.1974
Citation:
M. I. Taksar, “On events connected with reaching a set by sample paths of a stochastic process”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 143–146; Theory Probab. Appl., 21:1 (1976), 144–148
Linking options:
https://www.mathnet.ru/eng/tvp3301 https://www.mathnet.ru/eng/tvp/v21/i1/p143
|
Statistics & downloads: |
Abstract page: | 143 | Full-text PDF : | 59 |
|