I've reading into some Stochastic Calculus books and I've been stumped by two concepts used recurringly in the book. The first is a subscripted 1 which appears in the definition of a simple process (and in many other places as well) and having the expectation of the quotient of random processes with the filtrations E[Xs/Fs]. Could someone explain to me what these two things mean and give some rough definition to grasp the concept?
2026-03-30 03:20:22.1774840822
What does this mean in the context of Stochastic Calculus?
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It's not a quotient of the process with filtration, it's almost certainly a conditional expectation. I recomend you get a more elementary book if you aren't familiar with the concept but your text presumes you are.
Subscripts have too many uses to be able to tell you what the author means without context.