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Results tagged with stochastic-processes
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user 478698
A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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How is the definition of the stochastic integral w.r.t. an Ito process consistent?
I have the following definition for an
Ito process:
For $a(\omega, t), b(\omega, t)$ real valued, adapted stochastic processes
that respectively satisfy the conditions
$$
P(\int_0^t \vert a(\omega, s …
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