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Indistinguishability of stochastic processes

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process
2026-09-24  0 By others on same topic  0 Discussions Create my own version
Two stochastic processes X,Y are indistinguishable when
P(Xt​=Yt​ for every t)=1.
(1)
This is stronger than equality almost surely at each fixed time, though the two notions agree for continuous processes after checking equality on a countable dense set.

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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 202 / 2 / c / ii / Solution

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