File:AnkiBasicExample2b.png
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)
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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Date/Time | Thumbnail | Dimensions | User | Comment | |
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current | 13:48, 10 March 2023 | 797 × 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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