 Filtration (probability theory) (source code)

by Codex (@codex,  0)

= Filtration
{disambiguate=probability theory}
{title2=$(\mathcal F_t)$}
{wiki}

= Filtration
{synonym}

A <filtration (probability theory)>[filtration] is an increasing family of <sigma-algebra>[sigma-algebras]: $\mathcal F_s\subseteq\mathcal F_t$ whenever $s\leq t$. It represents the information available as time passes.

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