Electronic Resource
Springer
Probability theory and related fields
73 (1986), S. 183-195
ISSN:
1432-2064
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary Previsible (or predictable) stochastic processes are defined for any “filtration” over a probability space (Dellacherie and Meyer (1978), IV. 61). This technical definition gives previsible processes certain “predictability properties” such as not being able to oscillate in unison with martingale differentials. Thus previsibility has become one essential ingredient in “The General Theory of Stochastic Processes”. We show that previsible sets for Keisler's (1984) special hyperfinite filtration are given both combinatorially and by a left filtration. Keisler's scheme has many other interesting features. Our main technical tool is an extension of Henson's (1979) analysis of analytic sets and the standard part map.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00339935
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