منابع مشابه
Continuous time process and Brownian motion
Consider a complete probability space (Ω,F ,P;F) equipped with the Þltration F = {Ft; 0 ≤ t <∞}. A stochastic process is a collection of random variables X = {Xt; 0 ≤ t <∞} where, for every t, Xt : Ω → Rd is a random variable. We assume the space Rd is equipped with the usual Borel σ-algebra B(Rd). Every Þxed ω ∈ Ω corresponds to a sample path (or, trajectory), that is, the function t 7→ Xt(ω) ...
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ژورنال
عنوان ژورنال: American Journal of Environmental Protection
سال: 2015
ISSN: 2328-5680
DOI: 10.11648/j.ajeps.s.2015040501.11