Progressive measurability (source code)

= Progressive measurability

= Progressively measurable process
{synonym}

A process $H$ is progressively measurable when, for every $T$, its restriction to $[0,T]\times\Omega$ is measurable for $\mathcal B([0,T])\otimes\mathcal F_T$. Continuous <adapted processes> are progressively measurable, and a Borel function of such a process remains so. A progressively measurable square-integrable Brownian integrand has an equivalent predictable integrand for the <Itô integral>, up to equality for $dt\,d\mathbb P$.