Summary
Many with respect to their path properties unpleasant realizations of stochastic processes with continuous time parameterare universal, i.e. do not depend on the distributions of the processes. In particular, a process can be realized in each Baire class if the time parameter set contains a nonvoid interval.
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References
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© 1987 Physica-Verlag Heidelberg
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Drisch, T., Sendler, W. (1987). A Remark on Realizations of Stochastic Processes. In: Sendler, W. (eds) Contributions to Stochastics. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46893-3_6
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DOI: https://doi.org/10.1007/978-3-642-46893-3_6
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-642-46895-7
Online ISBN: 978-3-642-46893-3
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