|
|
![[parent]](http://images.planetmath.org:8080/images/uparrow.png) Viewing Message
|
|
|
| ``Adapted''
by ludivine on 2007-11-01 00:30:02 |
|
| 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).
|
| | [ reply | up ] |
|
|
|
|
|
|
