Right-continuous adapted processes are progressively measurable
ID: right-continuous-adapted-processes-are-progressively-measurable
For an adapted process with pathwise right continuity, fix and approximate its time argument by the next endpoint of a deterministic partition of . Every approximation is jointly measurable for the terminal product sigma-algebra because all sampled values are -measurable. Right continuity makes them converge pointwise, proving progressive measurability. Sampling from the right need not preserve adaptedness at intermediate times, but that is not required in this proof.
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