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An increasing indexed family of -algebras representing information over time.
A filtration is a monotone family of sub--algebras of one ambient measurable space, indexed by an ordered set.
wp-filtration-probabilitydurrett-probabilityEach relation below ends at this concept.
This is an authored directed relation from the source endpoint to the target endpoint.
Require monotonicity for within one ambient -algebra.
Feed several structures into a construction junction and impose compatibility between them.
wp-filtration-probabilitydurrett-probabilityEach relation below starts at this concept.
This is an authored directed relation from the source endpoint to the target endpoint.
Supply the Filtration structure as one jointly required input.
Feed several structures into a construction junction and impose compatibility between them.
wp-filtered-probabilitydurrett-probability