Suppose X is a stochastic process, is the minimal augmented filtration for X , and If the paths of X are right continuous with left limits with probability one, show that the event A = {X has...


Suppose X is a stochastic process,

is the minimal augmented filtration for X , and




If the paths of X are right continuous with left limits with probability one, show that the event


A = {X has continuous paths}


is in






Chapter 2





May 04, 2022
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