Electronic Communications in Probability

On existence of progressively measurable modifications

Martin Ondrejat and Jan Seidler

Full-text: Open access

Abstract

In this note we provide a short and simple proof that every adapted measurable stochastic process admits a progressively measurable modification.<br />

Article information

Source
Electron. Commun. Probab., Volume 18 (2013), paper no. 20, 6 pp.

Dates
Accepted: 12 March 2013
First available in Project Euclid: 7 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465315559

Digital Object Identifier
doi:10.1214/ECP.v18-2548

Mathematical Reviews number (MathSciNet)
MR3037218

Zentralblatt MATH identifier
1307.60032

Subjects
Primary: 60G07: General theory of processes

Keywords
progressive measurability modification

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Ondrejat, Martin; Seidler, Jan. On existence of progressively measurable modifications. Electron. Commun. Probab. 18 (2013), paper no. 20, 6 pp. doi:10.1214/ECP.v18-2548. https://projecteuclid.org/euclid.ecp/1465315559


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References

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