Which of these processes are predictable?

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Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω,
F1=σ(a,b,c,d), F2=F,
X=X0,X1,X2 and φ=φ1,φ2 be defined by



enter image description here



Consider the stochastic processes φ=φ1,φ2, ψ=ψ1,ψ2 and ϕ=ϕ1,ϕ2 defined by:



φt=IXt−1>5, ψ1=1, ψ2=Ic,d and ϕ1=0,
ϕ2=Ia,b−Ia,b,c



Which of these processes are predictable?



Select one:
All of them
φ and ψ
φ and ϕ



ϕ only



Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω,
F1=σ(a,b,c,d), F2=F and
φ=φ1,φ2 be a predictable process defined by



enter image description here



The value of α+β is
Select one:
7
11
8



-8



Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω, F1=σ(a,b,c,d), F2=F and φ=φ1φ2 be a predictable process defined by



enter image description here



The value of α+β is
Select one:
7
8
4






stochastic-processes







share|cite|improve this question





















  • please use MathJax to improve your question; see math.meta.stackexchange.com/questions/5020/…
    – user144410
    Aug 30 at 9:01














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down vote

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Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω,
F1=σ(a,b,c,d), F2=F,
X=X0,X1,X2 and φ=φ1,φ2 be defined by



enter image description here



Consider the stochastic processes φ=φ1,φ2, ψ=ψ1,ψ2 and ϕ=ϕ1,ϕ2 defined by:



φt=IXt−1>5, ψ1=1, ψ2=Ic,d and ϕ1=0,
ϕ2=Ia,b−Ia,b,c



Which of these processes are predictable?



Select one:
All of them
φ and ψ
φ and ϕ



ϕ only



Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω,
F1=σ(a,b,c,d), F2=F and
φ=φ1,φ2 be a predictable process defined by



enter image description here



The value of α+β is
Select one:
7
11
8



-8



Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω, F1=σ(a,b,c,d), F2=F and φ=φ1φ2 be a predictable process defined by



enter image description here



The value of α+β is
Select one:
7
8
4






stochastic-processes







share|cite|improve this question





















  • please use MathJax to improve your question; see math.meta.stackexchange.com/questions/5020/…
    – user144410
    Aug 30 at 9:01












up vote
0
down vote

favorite









up vote
0
down vote

favorite











Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω,
F1=σ(a,b,c,d), F2=F,
X=X0,X1,X2 and φ=φ1,φ2 be defined by



enter image description here



Consider the stochastic processes φ=φ1,φ2, ψ=ψ1,ψ2 and ϕ=ϕ1,ϕ2 defined by:



φt=IXt−1>5, ψ1=1, ψ2=Ic,d and ϕ1=0,
ϕ2=Ia,b−Ia,b,c



Which of these processes are predictable?



Select one:
All of them
φ and ψ
φ and ϕ



ϕ only



Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω,
F1=σ(a,b,c,d), F2=F and
φ=φ1,φ2 be a predictable process defined by



enter image description here



The value of α+β is
Select one:
7
11
8



-8



Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω, F1=σ(a,b,c,d), F2=F and φ=φ1φ2 be a predictable process defined by



enter image description here



The value of α+β is
Select one:
7
8
4






stochastic-processes







share|cite|improve this question













Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω,
F1=σ(a,b,c,d), F2=F,
X=X0,X1,X2 and φ=φ1,φ2 be defined by



enter image description here



Consider the stochastic processes φ=φ1,φ2, ψ=ψ1,ψ2 and ϕ=ϕ1,ϕ2 defined by:



φt=IXt−1>5, ψ1=1, ψ2=Ic,d and ϕ1=0,
ϕ2=Ia,b−Ia,b,c



Which of these processes are predictable?



Select one:
All of them
φ and ψ
φ and ϕ



ϕ only



Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω,
F1=σ(a,b,c,d), F2=F and
φ=φ1,φ2 be a predictable process defined by



enter image description here



The value of α+β is
Select one:
7
11
8



-8



Let Ω=a,b,c,d, F=2Ω, F0=∅,Ω, F1=σ(a,b,c,d), F2=F and φ=φ1φ2 be a predictable process defined by



enter image description here



The value of α+β is
Select one:
7
8
4






stochastic-processes




stochastic-processes






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Aug 30 at 8:29









Johannes Bambang Wirawan

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  • please use MathJax to improve your question; see math.meta.stackexchange.com/questions/5020/…
    – user144410
    Aug 30 at 9:01
















  • please use MathJax to improve your question; see math.meta.stackexchange.com/questions/5020/…
    – user144410
    Aug 30 at 9:01















please use MathJax to improve your question; see math.meta.stackexchange.com/questions/5020/…
– user144410
Aug 30 at 9:01




please use MathJax to improve your question; see math.meta.stackexchange.com/questions/5020/…
– user144410
Aug 30 at 9:01















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