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Statements

Subject Item: dbr:Doob's_martingale_convergence_theorems
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Doob_martingale
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Martingale_representation_theorem
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Complete_filtration
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)
dbo:wikiPageRedirects: dbr:Filtration_(probability_theory)

Subject Item: dbr:Markov_property
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Adapted_process
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Wald's_equation
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:G-expectation
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Hitting_time
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Itô_calculus
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Wiener_process
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Doob_decomposition_theorem
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Augmented_filtration
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)
dbo:wikiPageRedirects: dbr:Filtration_(probability_theory)

Subject Item: dbr:Azuma's_inequality
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Filtered_probability_space
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)
dbo:wikiPageRedirects: dbr:Filtration_(probability_theory)

Subject Item: dbr:Filtration_(mathematics)
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Filtration_(probability_theory)
rdfs:label: Filtration (probabilités) 情報系 Фільтрація (випадкові процеси) 여과 확률 공간 Filtrierung (Wahrscheinlichkeitstheorie) Filtration (probability theory) Filtrazione (matematica)
rdfs:comment: En théorie des probabilités, une filtration est une famille de tribus dans l'ordre croissant et chaque prédécesseur est un sous-ensemble du successeur, c'est-à-dire pour les éléments de filtration . Avec la filtration on modélise le flux d'informations. Chaque élément de la famille a l'information sur les événements qui étaient observables au temps . 確率論の分科、確率過程論において、情報系（じょうほうけい、英: filtration）は与えられた任意の時刻で利用可能な情報をモデル化するのに用いられ、ランダムな過程を定式化する上で重要な役割を果たす。 Nella teoria delle probabilità una filtrazione, o base stocastica, su uno spazio è una famiglia crescente di sottotribù di , con . Intuitivamente ogni rappresenta l'informazione disponibile all'istante , ossia tutti gli eventi per i quali si può sapere che si siano verificati oppure no. In the theory of stochastic processes, a subdiscipline of probability theory, filtrations are totally ordered collections of subsets that are used to model the information that is available at a given point and therefore play an important role in the formalization of random (stochastic) processes. Фільтра́ція в теорії випадкових процесів - це неспадна множина σ-алгебр. 확률론에서 여과 확률 공간(濾過確率空間, 영어: filtered probability space)은 어떤 순서 집합에 따라 증가하는 부분 시그마 대수들의 족이 갖추어져 있는 확률 공간이다. 대략, 시간에 따라 증가하는 (감소하지 않는) ‘지식’이 갖추어진 확률 공간으로 여길 수 있다. 이 개념을 통해, 주어진 ‘지식’ 이상을 알지 못하는 확률 과정인 마팅게일 따위를 정의할 수 있다. Eine Filtrierung (auch Filtration oder Filterung) ist in der Theorie der stochastischen Prozesse eine Familie von verschachtelten σ-Algebren. Sie modelliert die zu verschiedenen Zeitpunkten verfügbaren Informationen zum Verlauf eines Zufallsprozesses.
dcterms:subject: dbc:Probability_theory
dbo:wikiPageID: 57854817
dbo:wikiPageRevisionID: 1121719851
dbo:wikiPageWikiLink: dbr:Stochastic_process dbr:Complete_measure_space dbr:Null_set dbr:Filtration_(mathematics) dbr:Probability_space dbc:Probability_theory dbr:Index_set dbr:Sigma-algebra dbr:Total_order dbr:Natural_filtration dbr:Filter_(mathematics) dbr:Probability_theory
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dbp:wikiPageUsesTemplate: dbt:Short_description
dbo:abstract: 확률론에서 여과 확률 공간(濾過確率空間, 영어: filtered probability space)은 어떤 순서 집합에 따라 증가하는 부분 시그마 대수들의 족이 갖추어져 있는 확률 공간이다. 대략, 시간에 따라 증가하는 (감소하지 않는) ‘지식’이 갖추어진 확률 공간으로 여길 수 있다. 이 개념을 통해, 주어진 ‘지식’ 이상을 알지 못하는 확률 과정인 마팅게일 따위를 정의할 수 있다. Nella teoria delle probabilità una filtrazione, o base stocastica, su uno spazio è una famiglia crescente di sottotribù di , con . Intuitivamente ogni rappresenta l'informazione disponibile all'istante , ossia tutti gli eventi per i quali si può sapere che si siano verificati oppure no. Фільтра́ція в теорії випадкових процесів - це неспадна множина σ-алгебр. In the theory of stochastic processes, a subdiscipline of probability theory, filtrations are totally ordered collections of subsets that are used to model the information that is available at a given point and therefore play an important role in the formalization of random (stochastic) processes. En théorie des probabilités, une filtration est une famille de tribus dans l'ordre croissant et chaque prédécesseur est un sous-ensemble du successeur, c'est-à-dire pour les éléments de filtration . Avec la filtration on modélise le flux d'informations. Chaque élément de la famille a l'information sur les événements qui étaient observables au temps . Eine Filtrierung (auch Filtration oder Filterung) ist in der Theorie der stochastischen Prozesse eine Familie von verschachtelten σ-Algebren. Sie modelliert die zu verschiedenen Zeitpunkten verfügbaren Informationen zum Verlauf eines Zufallsprozesses. 確率論の分科、確率過程論において、情報系（じょうほうけい、英: filtration）は与えられた任意の時刻で利用可能な情報をモデル化するのに用いられ、ランダムな過程を定式化する上で重要な役割を果たす。
prov:wasDerivedFrom: wikipedia-en:Filtration_(probability_theory)?oldid=1121719851&ns=0
dbo:wikiPageLength: 4856
foaf:isPrimaryTopicOf: wikipedia-en:Filtration_(probability_theory)

Subject Item: dbr:Brownian_motion
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Optional_stopping_theorem
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Martingale_(probability_theory)
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Martingale_difference_sequence
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Expectations_hypothesis
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Natural_filtration
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Stochastic_process
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Stopping_time
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)

Subject Item: dbr:Usual_hypotheses
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)
dbo:wikiPageRedirects: dbr:Filtration_(probability_theory)

Subject Item: dbr:Right-continuous_filtration
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)
dbo:wikiPageRedirects: dbr:Filtration_(probability_theory)

Subject Item: dbr:Usual_conditions
dbo:wikiPageWikiLink: dbr:Filtration_(probability_theory)
dbo:wikiPageRedirects: dbr:Filtration_(probability_theory)

Subject Item: wikipedia-en:Filtration_(probability_theory)
foaf:primaryTopic: dbr:Filtration_(probability_theory)