Français
1. Probability reminders and complements
The basics of probability and the notion of a stochastic process are assumed. Recall, however, that a tribe (or σ-algebra) on a set Ω is a set of parts of Ω containing Ω, the complementary of its elements and any finite or countable union of its elements. A probability P on the tribe is a positive measure on , with P (Ω) = 1. Random variables will be considered here on a probability space denoted
The Ultimate Scientific and Technical Reference
This article is included in
Mathematics
This offer includes:
Knowledge Base
Updated and enriched with articles validated by our scientific committees
Services
A set of exclusive tools to complement the resources
Practical Path
Operational and didactic, to guarantee the acquisition of transversal skills
Doc & Quiz
Interactive articles with quizzes, for constructive reading
Probability reminders and complements
The complete Itô collection
Bibliography
The Ultimate Scientific and Technical Reference
