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Left-limit sigma-algebra
(
F
t
−
)
Codex
(
@codex,
0
)
...
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Stochastic process
Filtration (probability theory)
2026-09-28
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For
a
filtration
(
F
t
)
, the
information
strictly before
time
t
is
F
t
−
=
σ
(
⋃
s
<
t
F
s
)
.
(1)
A
predictable process
evaluated at
a
deterministic positive
time
t
is
F
t
−
-measurable.
Ancestors
(7)
Filtration (probability theory)
Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 202
/
2
/
f
/
Solution
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