• On infinitesimal σ-fields generated by random processes

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    • Keywords


      Random processes; look-ahead σ-field; look-back σ-field; Markov processes

    • Abstract


      It is proved that the infinitesimal look-ahead and look-back σ-fields of a random process disagree at atmost countably many time instants.

    • Author Affiliations


      Vivek S Borkar1

      1. Department of Electrical Engineering, Indian Institute of Science, Bangalore - 560 012, India
    • Dates

  • Proceedings – Mathematical Sciences | News

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      Posted on July 25, 2019

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