Abstract

A general metatheorem is proved which reduces a wide class of statements about continuous time stochastic processes to statements about discrete time processes. We introduce a strong language for stochastic processes, and a concept of forcing for sequences of discrete time processes. The main theorem states that a sentence in the language is true if and only if it is forced. Although the stochastic process case is emphasized in order to motivate the results, they apply to a wider class of random variables. At the end of the paper we illustrate how the theorem can be used with three applications involving submartingales