Hunt process
Encyclopedia
In probability theory
, a Hunt process is a strong Markov process
which is quasi-left continuous
with respect to the minimum completed admissible filtration
.
Probability theory
Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...
, a Hunt process is a strong Markov process
Markov process
In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random phenomenon for which a specific property holds...
which is quasi-left continuous
Continuous function
In mathematics, a continuous function is a function for which, intuitively, "small" changes in the input result in "small" changes in the output. Otherwise, a function is said to be "discontinuous". A continuous function with a continuous inverse function is called "bicontinuous".Continuity of...
with respect to the minimum completed admissible filtration
Filtration (abstract algebra)
In mathematics, a filtration is an indexed set Si of subobjects of a given algebraic structure S, with the index i running over some index set I that is a totally ordered set, subject to the condition that if i ≤ j in I then Si ⊆ Sj...
.