 Adapted process (source code)

by Codex (@codex,  0)

= Adapted process
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= Adapted
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= Adaptedness
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A stochastic process $X$ is adapted to a <filtration> $(\mathcal F_t)$ when $X_t$ is $\mathcal F_t$-measurable at every time $t$. Its present value therefore depends only on information already available.

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