Adapted process
In the study of stochastic processes, an adapted process (also referred to as a non-anticipating or non-anticipative process) is one that cannot "see into the future". An informal interpretation is that X is adapted if and only if, for every realisation and every n, Xn is known at time n. The concept of an adapted process is essential, for instance, in the definition of the Itō integral, which only makes sense if the integrand is an adapted process.
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Adapted process
In the study of stochastic processes, an adapted process (also referred to as a non-anticipating or non-anticipative process) is one that cannot "see into the future". An informal interpretation is that X is adapted if and only if, for every realisation and every n, Xn is known at time n. The concept of an adapted process is essential, for instance, in the definition of the Itō integral, which only makes sense if the integrand is an adapted process.
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Dans l’étude des processus sto ...... grant est un processus adapté.
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Ein adaptierter stochastischer ...... n des Ito-Integrals auftreten.
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En teoría de procesos estocást ...... grando es un proceso adaptado.
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In the study of stochastic pro ...... tegrand is an adapted process.
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У теорії випадкових процесів а ...... інтеграндів які є адаптованими
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確率過程論における適合過程(てきごうかてい、英: adapt ...... ticipative process と称されることもある。
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适应过程是随机过程研究中常见的概念,表示不能“预见未来”的随 ...... 念的基础。比如说能够定义伊藤积分的随机过程就需要是适应过程。
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Dans l’étude des processus sto ...... grant est un processus adapté.
@fr
Ein adaptierter stochastischer ...... er eine Filtrierung definiert.
@de
En teoría de procesos estocást ...... grando es un proceso adaptado.
@es
In the study of stochastic pro ...... tegrand is an adapted process.
@en
У теорії випадкових процесів а ...... інтеграндів які є адаптованими
@uk
確率過程論における適合過程(てきごうかてい、英: adapt ...... ticipative process と称されることもある。
@ja
适应过程是随机过程研究中常见的概念,表示不能“预见未来”的随 ...... 念的基础。比如说能够定义伊藤积分的随机过程就需要是适应过程。
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Adapted process
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Adaptierter stochastischer Prozess
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Proceso adaptado
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Processus adapté
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Адаптований процес
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适应过程
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適合過程
@ja
순응 확률 과정
@ko