ABSTRACT
Continuous time parameter stochastic processes can be used to create and investigate random objects as they evolve continuously in time. The random objects we discuss in this chapter include real-valued random functions, random derivatives and random integrals. We begin with the general definition of a stochastic process. Stochastic process
A stochastic process with state space Ψ is a collection of random objects X = {Xt : t ∈ T} with Xt taking values in Ψ and defined on the same probability space ( Ω , A , P ) https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315156705/be5aeaaa-cd82-40ed-8809-1a7716c6492a/content/eq4368.tif"/> .
