 Natural Brownian filtration

The natural Brownian filtration is the natural filtration generated by a Brownian motion. Its usual augmentation adds null events and makes it right-continuous; the Brownian martingale representation theorem holds for this augmented natural filtration. A larger Brownian filtration can preserve independence of future increments while containing additional randomness, so it need not have martingale representation with respect to the specified Brownian motion.