f********g 发帖数: 99 | 1 请问:如果X 是一个实值的随机过程,那么它对R上任意Borel可测集B的首达时tau是不
是一个停时?
Suppose that X is a R-valued stochastic process, then for any Borel
measurable set B, define the hitting time tau:=inf{t: X_t \in B}. Is tau
a
stopping time? | d****n 发帖数: 10034 | 2 虎肉呢?
【在 f********g 的大作中提到】 : 请问:如果X 是一个实值的随机过程,那么它对R上任意Borel可测集B的首达时tau是不 : 是一个停时? : Suppose that X is a R-valued stochastic process, then for any Borel : measurable set B, define the hitting time tau:=inf{t: X_t \in B}. Is tau : a : stopping time?
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