On existence of progressively measurable modifications

Martin Ondrejat (Institute of Information Theory and Automation, Academy of Sciences of the Czech)
Jan Seidler (Institute of Information Theory and Automation, Academy of Sciences of the Czech)

Abstract


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

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Pages: 1-6

Publication Date: March 12, 2013

DOI: 10.1214/ECP.v18-2548

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