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Adapted process

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process
2026-09-28  0 By others on same topic  0 Discussions Create my own version
A stochastic process X is adapted to a filtration (Ft​) when Xt​ is Ft​-measurable at every time t. Its present value therefore depends only on information already available.

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  1. Stochastic process
  2. Probability theory
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 202 / 1 / a / Solution
  • Predictable sigma-algebra

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