Predictable rectangle
= Predictable rectangle
{title2=$B\times(s,t],\quad B\in\mathcal F_s$}
A predictable rectangle has the displayed form for $0\leq s<t$. 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 $B\in\mathcal F_0$.