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adapted process

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

Mathematics Subject Classification

60A99 no label found60G07 no label found

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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).

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