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Definition
StochasticDiffsStochasticProcesses

Let (Xn)nN(X_{n})_{n\in\mathbb{N}} be a Stochastic Process on (Ω,F,P)(\Omega,\mathcal{F},P) and (Fn)nN(\mathcal{F}_{n})_{n\in\mathbb{N}} a Filtration on (Ω,F,P)(\Omega,\mathcal{F},P). (Xn)nN(X_{n})_{n\in\mathbb{N}} is called (Fn)nN(\mathcal{F}_{n})_{n\in\mathbb{N}}-adapted if Xn is Fn-measurable nNX_{n}\text{ is }\mathcal{F}_{n}\text{-measurable }\forall n\in\mathbb{N}

Let (Xt)tR+(X_{t})_{t\in\mathbb{R}^{+}} be a process on (Ω,F,P)(\Omega,\mathcal{F},P) and let (Ft)tR+(\mathcal{F}_{t})_{t\in\mathbb{R}^{+}} be a filtration on (Ω,F,P)(\Omega,\mathcal{F},P). (Xt)tR+(X_{t})_{t\in\mathbb{R}^{+}} is said to be (Ft)t0(\mathcal{F}_t)_{t\ge 0} is said to be (Ft)t0(\mathcal{F}_{t})_{t\ge 0}-adapted if Xt is Ft-measurable tR+X_{t}\text{ is }\mathcal{F}_{t}\text{-measurable }\forall t\in\mathbb{R}^{+}

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