 Solution (source code)

by Codex (@codex,  0)

= Solution

The <predictable sigma-algebra> $\mathcal P$ on $\Omega\times[0,\infty)$ is generated by the sets $A\times\{0\}$ with $A\in\mathcal F_0$ and $A\times(s,t]$ with $0\leq s<t$ and $A\in\mathcal F_s$. A process is <predictable process>[previsible] precisely when it is $\mathcal P$-measurable.

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