Hunt process
From Infogalactic: the planetary knowledge core
In probability theory, a Hunt process is a strong Markov process which is quasi-left continuous with respect to the minimum completed admissible filtration .
It is named after Gilbert Hunt.
See also
References
- Chung, Kai Lai; Walsh, John B. (2006), "Chapter 3. Hunt Process", Markov Processes, Brownian Motion, and Time Symmetry, Grundlehren der mathematischen Wissenschaften, 249 (2nd ed.), Springer, pp. 75ff, ISBN 9780387286969<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>
- Krupka, Demeter (2000), Introduction to Global Variational Geometry, North-Holland Mathematical Library, 23, Elsevier, pp. 87ff, ISBN 9780080954295<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>
- Applebaum, David (2009), Lévy Processes and Stochastic Calculus, Cambridge Studies in Advanced Mathematics, Cambridge University Press, p. 196, ISBN 9780521738651<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>
This probability-related article is a stub. You can help Infogalactic by expanding it. |