What is the intuition behind a market uncertainty represented by a filtered complete probability space $(\Omega, F, P, {F_t})$, on which an m-dimensional standard Brownian Motion $W(t) = (W_1 (t), W_2 (t), ..., W_m (t))'$ is defined?
I am currently doing a thesis about continuous-time mean-variance portfolio selection problem. I'm wondering why articles about portfolio selection defines this probability space? How is it related to the market?