File:AnkiBasicExample2b.png

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Revision as of 13:48, 10 March 2023 by Kevin Wang (talk | contribs) (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 [$]X[/$] is adapted to the filtration [$](\mathcal{F}_i)_{i\in I}[/$] if [$]X_i:\Omega\rightarrow S[/$] is a [$](\mathcal{F}_i,\Sigma)[/$]-measurable function)
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AnkiBasicExample2b.png(797 × 430 pixels, file size: 51 KB, MIME type: image/png)

Summary

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

[$]X[/$] is adapted to the filtration [$](\mathcal{F}_i)_{i\in I}[/$] if [$]X_i:\Omega\rightarrow S[/$] is a [$](\mathcal{F}_i,\Sigma)[/$]-measurable function

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current13:48, 10 March 2023Thumbnail for version as of 13:48, 10 March 2023797 × 430 (51 KB)Kevin Wang (talk | contribs)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 [$]X[/$] is adapted to the filtration [$](\mathcal{F}_i)_{i\in I}[/$] if [$]X_i:\Omega\rightarrow S[/$] is a [$](\mathcal{F}_i,\Sigma)[/$]-measurable function

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