What does an unaugmented sigma field mean in Wikipedia's Girsanov's theorem?
Then for each $t$ the measure $Q$ restricted to the unaugmented sigma fields $\mathcal{F}^W_t$ is equivalent to $P$ restricted to $\mathcal{F}^W_t$.
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2026-04-29 21:11:03.1777497063
What does an unaugmented sigma field mean?
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Likely this means you are not completing the $\sigma$--fields by tossing in the subset of sets of probability zero.