随机过程的边际、可测修正和乘积提升问题
Marginals, measurable modifications of stochastic processes, and the product lifting problem
摘要:
本文讨论随机过程的可测提升修正问题的最一般形式和“乘积提升问题”。正解被归结为在普通乘积和乘积之间关于乘积概率空间的边际的存在性,该乘积的概率测度是因子概率的斜积对通过将右或左零-空集附加到普通乘积代数而获得的$σ$ -代数的限制。我们讨论了(强)边缘的存在性问题。
英文摘要:
This paper deals with the problem of measurable lifting modification for stochastic processes in its most general form and with the 'product lifting problem'. Solutions to the positive are reduced to the existence of marginals with respect to product probability spaces between the ordinary product and the product whose probability measure is the restriction of the skew product of the factor probabilities to the $σ$-algebra obtained by adjoing either the right or left nil-null sets to the ordinary product algebra. We discuss the problem of the existence of (strong) marginals.
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