Filtrations

Delia Coculescu, A. N. (2010). Filtrations.

Type

Unclassified

Intellectual base

Unclassified

Year

2010

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Natural filtration
  • For a stochastic process X indexed by an ordered time set, the natural filtration at time t is the sigma-algebra generated by all process coordinates X_s with s at or before t.

Verification

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Registry ID ref:a3192b38a7d8 · see in the full table