Survival-observation predictable sigma-algebra ($\mathcal{P}$)

On $\Omega =(0,\infty )$, observe only $X_t(\omega )=1_{\{t\le \omega \}}$. Before and at the observed lifetime, the natural filtration cannot distinguish any two surviving outcomes. The predictable sigma-algebra on positive times therefore consists exactly of sets whose trace on $D=\{\omega \ge t\}$ is $D\cap (\Omega \times T)$ for a Borel set $T$, and whose trace on $D^c$ is arbitrary product-Borel. To prove sufficiency, $D$ is predictable because $X$ is left-continuous and adapted; on $D^c$, insert a rational $s$ with $\omega <s<t$ and use the predictable rectangles $(E\cap (0,s))\times (s,\infty )$.