 Predictable process (source code)

by Codex (@codex,  0)

= Predictable process
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= Predictable
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= Previsible process
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In discrete time, a process $A_n$ is predictable or previsible when $A_n$ is $\mathcal F_{n-1}$-measurable for every $n\geq1$. In continuous time, predictability means measurability with respect to the <predictable sigma-algebra>.

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