Predictable process: Difference between revisions

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In [[stochastic analysis]], a part of the mathematical theory of [[probability]], a '''predictable process''' is a [[stochastic process]] which the value is knowable at a prior time. The predictable processes form the smallest class{{clarify|reason=of what?|date=October 2011}} that is closed under taking limits of sequences and contains all [[Adapted process|adapted]] left continuous processes{{clarify|reason=explain meaning of this phrase|date=October 2011}}.

== Mathematical definition ==