1996
DOI: 10.1515/9783110814668
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Probability Theory

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Cited by 145 publications
(85 citation statements)
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“…Remark: Once again, the restriction to P(W ) is not essential, and the result holds for sequences in M m + (H) as well, compare [Bau,Thm. 23.8], but we do not need the stronger result here.…”
Section: Concrete Examplesmentioning
confidence: 87%
See 1 more Smart Citation
“…Remark: Once again, the restriction to P(W ) is not essential, and the result holds for sequences in M m + (H) as well, compare [Bau,Thm. 23.8], but we do not need the stronger result here.…”
Section: Concrete Examplesmentioning
confidence: 87%
“…Remark: With little extra complication, the result can be extended to vaguely convergent sequences of measures µ n ∈ M m + (H), see [Bau,Lemma 23.7] for a proof that can easily be adapted to this case. Theorem A.5.…”
Section: Concrete Examplesmentioning
confidence: 99%
“…, L N t , whereas G t is not A t -measurable as it partially depends on L t+1 . In [1], one can find a comprehensive introduction into σ-algebras and filtrations. Informally, A t captures the information of the underlying stochastic process, that is available at time t, i. e., a random variable is A t -measurable, iff its value is determined at time t and for a random variable V , E[V | A t ] is the expectation of V under taking the information of every time t ≤ t into account.…”
Section: Definitionsmentioning
confidence: 99%
“…A detailed introduction into σ-algebras can be found in [1]. Only a small portion of the introduced variables are needed, but if this huge set of random variables is not defined, random variables would have been used which exist only under certain conditions, which is formally not possible.…”
Section: Unlimited Stagnation Phasesmentioning
confidence: 99%
“…. .. Then the spectrum of A ε consists of the eigenvalues 5) with corresponding eigenfunctions ψ k . These eigenvalues are bounded above by 6) and asymptotically as ε → 0, the largest eigenvalue grows like λ max ε .…”
mentioning
confidence: 99%