Displaying similar documents to “A limit theorem for the prediction process under absolute continuity”

Stochastic process measurability conditions

J. L. Doob (1975)

Annales de l'institut Fourier

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If the separability of the separable process definition is replaced by a set of optional (predictable) times, a new property is obtained, optional (predictable) separability. A well measurable (accessible) process is necessarily optionally (predictably) separable. Proofs of limit properties of a separable process become proofs of the same limit properties of a well measurable (predictable) process.