A Note on Absolutely Continuous Processes

2019/01/16 by Lars Tyge Nielsen, Nielsen, Lars Tyge
Economics, Econometrics and Finance · Engineering · #60-01 #60G17 #FOS: Mathematics #Probability (math.PR) #Process Optimization and Integration #Reservoir Engineering and Simulation Methods #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1901.05132

openalex publication_date 2019/01/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Every adapted absolutely continuous process has a predictable density. The set of adapted absolutely continuous processes equals the set of time integrals of progressive or predictable pathwise locally integrable processes.

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