Filtration (probability theory)
= Filtration
{disambiguate=probability theory}
{title2=$(\mathcal F_t)$}
{wiki=Filtration_(probability_theory)}
A filtration is an increasing family of sigma-algebras: $\mathcal F_s\subseteq\mathcal F_t$ whenever $s\leq t$. It represents the information available as time passes.
= Filtration
{synonym}