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Left Continuous Adapted = Predictable

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Theorem
StochasticDiffs

Theorem

Let X:R+×ΩRX:\mathbb{R}^{+}\times\Omega\to \mathbb{R}. Assume (Xt)t0(X_{t})_{t\ge 0} is (Ft)t0(\mathcal{F}_{t})_{t\ge 0}-adapted and left continuous. Then X:(R+×Ω,P)(R,B(R))X:(\mathbb{R}^{+}\times\Omega,\mathscr{P})\to(\mathbb{R},\mathcal{B}(\mathbb{R})) is measurable i.e. XX is a predictable process.