Why Is the Key To Blumenthals 0 1 law
If
X
Click This Link {\displaystyle X}
has Markov property with respect to the filtration
{
F
t
+
}
t
0
{\displaystyle \{{\mathcal {F}}_{t^{+}}\}_{t\geq 0}}
then any event
F
0
+
X
{\displaystyle \Lambda \in {\mathcal {F}}_{0+}^{X}}
has either
P
(
)
=
read this 0
{\displaystyle \mathbb {P} (\Lambda )=0}
or
P
(
)
=
1. .