Predictable process: Difference between revisions

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=== Continuous-time process ===
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</math>, considered as a mapping from <math>\Omega \times \mathbb{R}_{+} </math>, is measurable with respect to the &sigma;-algebra generated by all left-continuous adapted 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 |deadurl=yes |archiveurl=https://web.archive.org/web/20120331074812/http://www.math.ku.dk/~jesper/teaching/b108/slides38.pdf |archivedate=March 31, 2012 }}</ref>
 
== Examples ==