Given a filtered probability space <math>(\Omega,\mathcal{F},(\mathcal{F}_t)_{t \geq 0},\mathbb{P})</math>, then a [[continuous-time stochastic process]] <math>(X_t)_{t \geq 0}</math> is ''predictable'' if <math>X_X</math>, considered as a mapping from <math>\Omega \times \mathbb{tR}_+</math>, is measurable with respect to the σ-algebra <math>\mathcal{F}_{t^-}</math>generated forby eachall left-continuous timeadapted ''t''processes.<ref>{{cite web|title=Predictable processes: properties|url=http://www.math.ku.dk/~jesper/teaching/b108/slides38.pdf|format=pdf|accessdate=October 15, 2011}}</ref>
