OurBigBook About$ Donate
 Sign in Sign up

Time change of a continuous process

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
If X has continuous paths and τs​ is a finite continuous increasing family of random times, then Xτs​​ also has continuous paths. A strictly increasing continuous clock that tends to infinity has a continuous inverse.

 Ancestors (6)

  1. Stochastic process
  2. Probability theory
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
  6.  Home

 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 202 / 4 / c / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 202 / 4 / d / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook