Standardness of monotonic Markov filtrations
Elise Janvresse (LMRS), St\'ephane Laurent, Thierry De La Rue (LMRS)
TL;DR
This paper introduces a practical criterion to determine when the filtration generated by a monotonic Markov process is standard, and applies it to certain adic filtrations, advancing understanding of their structure.
Contribution
It provides a new standardness criterion for monotonic Markov process filtrations and demonstrates its application to specific adic filtrations.
Findings
Established a practical standardness criterion for monotonic Markov filtrations
Proved standardness for some classes of adic filtrations
Enhanced tools for analyzing the structure of Markov process filtrations
Abstract
We derive a practical standardness criterion for the filtration generated by a monotonic Markov process. This criterion is applied to show standardness of some adic filtrations.
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Mathematical Dynamics and Fractals · Stochastic processes and statistical mechanics