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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1976 Volume 21, Issue 1, Pages 143–146 (Mi tvp3301)

This article is cited in 1 paper

Short Communications

On events connected with reaching a set by sample paths of a stochastic process

M. I. Taksar

Moscow

Abstract: Let $\Gamma$ be a subset in the state space of a stochastic process $x_t$. Let $I$ be an interval on the real line $T$, and $D(I)$ be the event $\{x_t\in\Gamma\ \text{at some}\ t\in I\}$. Such a system of events $D(I)$ satisfies conditions 1.A–1.B.
Under some assumptions, in the Markov case, all such systems are described. The main result is applied to the analysis of a special $\sigma$-field in the space $T\times\Omega$.

Received: 24.06.1974


 English version:
Theory of Probability and its Applications, 1976, 21:1, 144–148

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