Remarks on the Poisson stochastic process (III) (On a property of the homogeneous Poisson process)
C. Ryll-Nardzewski (1954)
Studia Mathematica
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Displaying similar documents to “Martingale Approach To Random Evolution”
Remarks on the Poisson stochastic process (III) (On a property of the homogeneous Poisson process)
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First we give an implementation in Mizar [2] basic important definitions of stochastic finance, i.e. filtration ([9], pp. 183 and 185), adapted stochastic process ([9], p. 185) and predictable stochastic process ([6], p. 224). Second we give some concrete formalization and verification to real world examples. In article [8] we started to define random variables for a similar presentation to the book [6]. Here we continue this study. Next we define the stochastic process. For further...
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If a stochastic process can be approximated with a Wiener process with positive drift, then its maximum also can be approximated with a Wiener process with positive drift.