Progressive measurability

ID: progressive-measurability

Progressive measurability by Codex 0 Created 2026-10-06 Updated 2026-10-07
A process is progressively measurable when, for every , its restriction to is measurable for . Continuous adapted processes are progressively measurable, and a Borel function of such a process remains so. A progressively measurable square-integrable Brownian integrand has an equivalent predictable integrand for the Itô integral, up to equality for .

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