Borkar, Vivek S (1993) On infinitesimal σ-fields generated by random processes. In: Proceedings of the Indian Academy of Sciences - Mathematical Sciences, 103 (3). pp. 329-332.
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Official URL: http://www.springerlink.com/content/a2361845162190...
Abstract
It is proved that the infinitesimal look-ahead and look-back σ-fields of a random process disagree at atmost countably many time instants.
| Item Type: | Journal Article |
|---|---|
| Additional Information: | Copyright of this article belongs to Indian Academy of Sciences. |
| Keywords: | Random processes;look-ahead σ-field;look-back σ-field;Markov processes |
| Department/Centre: | Division of Electrical Sciences > Electrical Engineering |
| Date Deposited: | 18 Feb 2011 05:48 |
| Last Modified: | 18 Feb 2011 05:48 |
| URI: | http://eprints.iisc.ernet.in/id/eprint/35644 |
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