Let (t mapsto X_{t}) be a right continuous stochastic process. Show that for closed sets (F) [mathbb{P}left(X_{t}
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Let \(t \mapsto X_{t}\) be a right continuous stochastic process. Show that for closed sets \(F\)
\[\mathbb{P}\left(X_{t} \in F \quad \forall t \in \mathbb{R}^{+}ight)=\mathbb{P}\left(X_{q} \in F \quad \forall q \in \mathbb{Q}^{+}ight)\]
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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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