Vietnam Quantitative Finance Society

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05-03-2008, 11:32 PM   #11
mike1986

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If X is F(s)-meas. and Y is F(t)-meas.
X,Y are independent iff F(s) and F(t) are independent

So, if I have your "certain sigma-algebra" different from F(s) and F(t), it holds.
If my sentence is wrong, please correct ^_^ I'm not a very good student ^^
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