Predictable rectangle ($B\times (s,t],B\in {\mathcal{F}}_s$)

A predictable rectangle has the displayed form for $0\le s<t$. Its indicator is a left-continuous adapted process, and these rectangles generate the predictable sigma-algebra on positive times. If the time-zero slice is included, also use $B\times \{0\}$ with $B\in {\mathcal{F}}_0$.