In probability theory — specifically, in stochastic analysis — a killed process is a stochastic process that is forced to assume an undefined or "killed" state at some (possibly random) time. == Definition == Let X : T × Ω → S be a stochastic process defined for "times" t in some ordered index set T, on a probability space (Ω, Σ, P), and taking values in a measurable space S. Let ζ : Ω → T be a random time, referred to as the killing time.
In probability theory — specifically, in stochastic analysis — a killed process is a stochastic process that is forced to assume an undefined or "killed" state at some (possibly random) time. == Definition == Let X : T × Ω → S be a stochastic process defined for "times" t in some ordered index set T, on a probability space (Ω, Σ, P), and taking values in a measurable space S. Let ζ : Ω → T be a random time, referred to as the killing time.
Source: Wikipedia "Killed process" · CC BY-SA 4.0
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