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Adapted process information


In the study of stochastic processes, a stochastic process is adapted (also referred to as a non-anticipating or non-anticipative process) if information about the value of the process at a given time is available at that same time. An informal interpretation[1] is that X is adapted if and only if, for every realisation and every n, Xn is known at time n. The concept of an adapted process is essential, for instance, in the definition of the Itō integral, which only makes sense if the integrand is an adapted process.

  1. ^ Wiliams, David (1979). "II.25". Diffusions, Markov Processes and Martingales: Foundations. Vol. 1. Wiley. ISBN 0-471-99705-6.

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Adapted process

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hitting times of continuous and adapted processes. If τ is the first time at which a continuous and real valued process X is equal to some value a, then...

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strictly stronger property than the notion of being an adapted process. Progressively measurable processes are important in the theory of Itô integrals. Let...

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Film adaptation

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evolutionary process whereby an organism becomes better able to live in its habitat or habitats. 2. Adaptedness is the state of being adapted: the degree...

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desired and the actual output is taken and given as feedback to the adaptive processor for adjusting its coefficients to minimize the error. In hearing aids...

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Kinesiology

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mechanism, etc. When words were processed with respect to these different adaptive mechanisms, there was not a processing benefit for these scenarios. This...

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Process validation

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is an ongoing process that must be frequently adapted as manufacturing feedback is gathered. End-to-end validation of production processes is essential...

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List of statistics articles

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precision Accuracy paradox Acquiescence bias Actuarial science Adapted process Adaptive estimator Additive Markov chain Additive model Additive smoothing...

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Natural filtration

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often the real line R or Euclidean space Rn. Any stochastic process X is an adapted process with respect to its natural filtration. Delia Coculescu; Ashkan...

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Adaptive behavior

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that creates or builds something. In other words, the behavior can be adapted to something else. In contrast, maladaptive behavior is a type of behavior...

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Girsanov theorem

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X t {\displaystyle X_{t}} be a measurable process adapted to the natural filtration of the Wiener process { F t W } {\displaystyle \{{\mathcal {F}}_{t}^{W}\}}...

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Capability Maturity Model

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multiple environments has been tested and the process refined and adapted. Process users have experienced the process in multiple and varied conditions, and...

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Consistent pricing process

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{\displaystyle Z=(Z_{t})_{t=0}^{T}} in a market with d-assets is an adapted process in R d {\displaystyle \mathbb {R} ^{d}} if Z is a martingale with respect...

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Stochastic process

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property was originally for stochastic processes in continuous and discrete time, but the property has been adapted for other index sets such as n {\displaystyle...

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Rapid application development

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development put less emphasis on planning and more emphasis on an adaptive process. Prototypes are often used in addition to or sometimes even instead...

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Business process automation

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The Trial

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Internationalization and localization

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target locale. Internationalization is the process of designing a software application so that it can be adapted to various languages and regions without...

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Radar

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targets, space-time adaptive processing, and track-before-detect. Constant false alarm rate and digital terrain model processing are also used in clutter...

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