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Processes in Continuous Time

  • Didier Dacunha-Castelle
  • Marie Duflo

Abstract

Point processes have already led us to study a random evolution at times t ∈ ℝ+. However the study has been simplified by the fact that it depends only on a sequence of r.v.’s. We are now going to deal with continuous time processes, such as Brownian motion, where the time t is an element of ℝ+. Everything that is going to be said can easily be translated by taking, instead of ℝ+, an interval of ℝ+.

Keywords

Brownian Motion Continuous Time Continuous Process Polish Space Independent Increment 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1986

Authors and Affiliations

  • Didier Dacunha-Castelle
    • 1
  • Marie Duflo
    • 2
  1. 1.Equipe de Recherche Associée au C.N.R.S. 532 Statistique Appliqué MathématiqueUniversité de Paris-SudOrsay CedexFrance
  2. 2.Université de Paris-NordVilletaneuseFrance

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