Definition (Adapted — discrete)
Let (Xn)n∈N be a Stochastic Process on (Ω,F,P) and (Fn)n∈N a Filtration on (Ω,F,P). (Xn)n∈N is called (Fn)n∈N-adapted if Xn is Fn-measurable ∀n∈N
Definition (Adapted — continuous)
Let (Xt)t∈R+ be a process on (Ω,F,P) and let (Ft)t∈R+ be a filtration on (Ω,F,P). (Xt)t∈R+ is said to be (Ft)t≥0 is said to be (Ft)t≥0-adapted if Xt is Ft-measurable ∀t∈R+