adapted process

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Synonym:
adapted
Type of Math Object:
Definition
Major Section:
Reference

Mathematics Subject Classification

60A99 no label found60G07 no label found

Comments

Adapted

Hello!
'A stochastic process is an adapted process if it is adapted to some filtration' what some filtration. Can I say that astochastic process is an adapted process if (X_t)_{t\geq 0}$est (\mathcal{F}_t)_{t\geq 0}-adapted to a filtration$(\mathcal{F}_t)_{t\geq 0}$Obviously$(X_t)_{t\geq 0}\$ is adapted to the filtration \sigma(X_t, t\geq 0).