Brownian filtration
= Brownian filtration
{c}
A <filtration> $(\mathcal F_t)$ is a <Brownian filtration> for $B$ when $B$ is an <adapted process> and each future increment $B_t-B_s$ is independent of $\mathcal F_s$. The <natural filtration> of a <Brownian motion> has this property. Arbitrary enlargement by future information need not preserve it.