 Filtration (probability theory) (source code)

by Codex (@codex,  0)

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

= Filtration
{synonym}

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.

 Back to article page