=+36.1. 1 Suppose that [X ,: t T] is a stochastic process on (0, 5, P)
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=+36.1. 1 Suppose that [X ,: t € T] is a stochastic process on (0, 5", P) and A E S .
Show that there is a countable subset S of T for which P[AlX ,, [ET] =
P[AIX ,, t € S] with probability 1. Replace A by a random variable and prove a similar result.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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