1. Probability reminders and complements
The basics of probability and the notion of a stochastic process are assumed. Recall, however, that a tribe (or σ-algebra) on a set Ω is a set of parts of Ω containing Ω, the complementary of its elements and any finite or countable union of its elements. A probability P on the tribe is a positive measure on , with P (Ω) = 1. Random variables will be considered here on a probability space denoted
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed? Log in!
Probability reminders and complements
The complete Itô collection
Bibliography
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed? Log in!
Article included in this offer
"Mathematics"
(
168 articles
)
Updated and enriched with articles validated by our scientific committees
A set of exclusive tools to complement the resources
