List questions from filtrations

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Why do we need to include filtrations in the definition of probability spaces when talking about stochastic processes.

Published on 24 Jul 2018 - 16:48

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Predictable graph of a random set

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How to understand a probability space in dicrete time

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208

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Right Continuous Adapted Processes without right-continuous Filtration.

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Why $S\in \mathcal F_T$ but not in $\sigma (T)$?

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show $\sup\{t \in \mathbb{N}_0 : S_t =1\}$ is a stopping time

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Compensation Martingale

Published on 31 Oct 2018 - 0:09

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Proof that augmented filtration is right continuous

Published on 02 Nov 2018 - 19:27

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How to prove an isomorphism related to a filtration.

Published on 15 Nov 2018 - 17:16

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Prove that $\mathbf{E}(X_{\tau_2}|\mathcal{F}_{\tau_1})=X_{\tau_1}$

Published on 25 Mar 2026 - 11:20

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An example of the fact that from measurability of a random process does not follow measurability of its integral

Published on 01 Dec 2018 - 14:36

76

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Filtration in crystalline Poincaré Lemma

Published on 06 Dec 2018 - 16:38

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$\leq_{\frak K_\lambda}$-increasing continuous

Published on 16 Dec 2018 - 18:22

911

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Is Conditional Expectation of stochastic process a martingale?

Published on 05 Jan 2019 - 10:54

List Question

adapted process, translation between measurable and information?

Why do we need to include filtrations in the definition of probability spaces when talking about stochastic processes.

Predictable graph of a random set

How to understand a probability space in dicrete time

Right Continuous Adapted Processes without right-continuous Filtration.

Why $S\in \mathcal F_T$ but not in $\sigma (T)$?

show $\sup\{t \in \mathbb{N}_0 : S_t =1\}$ is a stopping time

Compensation Martingale

Proof that augmented filtration is right continuous

How to prove an isomorphism related to a filtration.

Prove that $\mathbf{E}(X_{\tau_2}|\mathcal{F}_{\tau_1})=X_{\tau_1}$

An example of the fact that from measurability of a random process does not follow measurability of its integral

Filtration in crystalline Poincaré Lemma

$\leq_{\frak K_\lambda}$-increasing continuous

Is Conditional Expectation of stochastic process a martingale?

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