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  • curprev 13:47, 10 March 2023‎ Kevin Wang talk contribs‎ 568 bytes +568‎ Given: [$](\Omega,\mathcal{F},\mathbb{P})[/$] is a probability space [$]I[/$] is an index set with total order [$]\leq[/$] [$]\mathbb{F}=(\mathcal{F}_i)_{i\in I}[/$] is a filtration of the sigma algebra [$]\mathbb{F}[/$] [$](S,\Sigma)[/$] is a measurable space [$]X:I\times\Omega\rightarrow S[/$] is a stochastic process If [$]X_i:\Omega\rightarrow S[/$] is a [$](\mathcal{F}_i,\Sigma)[/$]-measurable function, what is [$]X[/$] with respect to the filtration [$](\mathcal{F}_i)_{i\in I}[/$]? X i...
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