 Stochastic interval (source code)

by Codex (@codex,  0)

= Stochastic interval
{title2=$[0,T)$}

For a <stopping time> $T$, the stochastic interval $[0,T)$ means the subset $\{(\omega,t):0\leq t<T(\omega)\}$ of sample-time space. Its endpoint varies with the sample. A <locally defined stochastic process> on it has no prescribed value at the endpoint. This notation is distinct from an ordinary deterministic interval.

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