Let (X(t), Y(t)) be any two stochastic processes. Show that (X(u1),..., X(up)) (Y(u),..., Y(up)) for all u
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Let \(X(t), Y(t)\) be any two stochastic processes. Show that
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(X(u1),..., X(up)) (Y(u),..., Y(up)) for all u 1 implies (X(S1),..., X(Sn)) (Y(t),..., Y(tm)) for all s < < Sm, t < ... < tn, m, n 1.
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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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