Information for "Natural filtration"

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Display titleNatural filtration
Default sort keyNatural Filtration
Page length (in bytes)1,993
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Page ID187627
Page content languageen - English
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Page creatorimported>NBrushPhys
Date of page creation22:28, 20 July 2022
Latest editorimported>NBrushPhys
Date of latest edit22:28, 20 July 2022
Total number of edits1
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In the theory of stochastic processes in mathematics and statistics, the generated filtration or natural filtration associated to a stochastic process is a filtration associated to the process which records its "past behaviour" at each time. It is in a sense the simplest filtration available for studying...
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