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Hi, I'm looking for Kallianpur, Stochastic filtering theory page 10 example 1.2.5 proof of non-existence of a white noise process whit measurable sample paths. Can anyone show me the steps of this proof? Thank you.

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Please read "how to ask", the question is, at least in its current form, inappropriate. –  Michael Greinecker Jan 15 '12 at 11:03
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Is there a particular part of the proof that confuses you? –  S. Carnahan Jan 15 '12 at 12:05
    
I need the full text of this example. How does he proof the non-measurability of the function involved (sample paths)? I think he have to consider the function $(s,t,x) \rightarrow X_s(x)X_t(x)$ and integrate this function. Then he should use Fubini theorem and reach an absurd. –  Sary Jan 15 '12 at 12:26
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