Let (left(X_{t}ight)_{t in I}) and (left(Y_{t}ight)_{t in I}) be two processes with the same index set (I
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Let \(\left(X_{t}ight)_{t \in I}\) and \(\left(Y_{t}ight)_{t \in I}\) be two processes with the same index set \(I \subset[0, \infty)\) and state space. Show that
\[X, Y \text { indistinguishable } \Longrightarrow X, Y \text { modifications } \Longrightarrow X, Y \text { equivalent. }\]
Assume that the processes are defined on the same probability space and \(t \mapsto X_{t}\) and \(t \mapsto Y_{t}\) are right continuous (or that \(I\) is countable). Do the reverse implications hold, too?
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Related Book For
Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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