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A new example of ‘independence’ and ‘white noise’

✍ Scribed by Roland Speicher

Book ID
105114120
Publisher
Springer
Year
1990
Tongue
English
Weight
865 KB
Volume
84
Category
Article
ISSN
1432-2064

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📜 SIMILAR VOLUMES

A simple example of black noise
A simple example of black noise
✍ Shinzo Watanabe 📂 Article 📅 2001 🏛 Elsevier Science 🌐 French ⚖ 136 KB

By a noise in continuous time t ∈ R, we mean a family {F s,t , s t} of sub σ -fields of events on a separable probability space with properties given in Definition 1.2, a property of independence, in particular. A noise is black if there does not exist any nontrivial Lévy process ξ t such that ξ tξ