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Right-continuous adapted processes are progressively measurable (X∣[0,T]×Ω​ is B([0,T])⊗FT​-measurable)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Stochastic process Adapted process Progressive measurability
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For an adapted process with pathwise right continuity, fix T and approximate its time argument by the next endpoint of a deterministic partition of [0,T]. Every approximation is jointly measurable for the terminal product sigma-algebra because all sampled values are FT​-measurable. Right continuity makes them converge pointwise, proving progressive measurability. Sampling from the right need not preserve adaptedness at intermediate times, but that is not required in this proof.

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  1. Progressive measurability
  2. Adapted process
  3. Stochastic process
  4. Probability theory
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  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 24 / 4 / c / Solution

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