Processes with no standard extension (Q1275698)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Processes with no standard extension
scientific article

    Statements

    Processes with no standard extension (English)
    0 references
    9 March 1999
    0 references
    Processes with no standard extension have been recently used to solve problems in the theory of Brownian motion and stochastic integration. The first example of a process with no standard extension was given by A. Vershik (1973). The author of the present note introduces a class of processes derived from Vershik's example and proves that any of these processes does not admit a standard extension. It follows from this proof that Vershik's example process does not admit a standard extension, too. Therefore, this note serves as a simple proof of the Vershik's claim.
    0 references
    Brownian motion
    0 references
    stochastic integration
    0 references
    Markov processes
    0 references
    processes with no standard extension
    0 references
    0 references

    Identifiers