A Note on Absolutely Continuous Processes
Probability
2019-01-17 v1
Abstract
Every adapted absolutely continuous process has a predictable density. The set of adapted absolutely continuous processes equals the set of time integrals of progressive or predictable pathwise locally integrable processes.
Cite
@article{arxiv.1901.05132,
title = {A Note on Absolutely Continuous Processes},
author = {Lars Tyge Nielsen},
journal= {arXiv preprint arXiv:1901.05132},
year = {2019}
}
Comments
5 pages