ThmDex – An index of mathematical definitions, results, and conjectures.
Formulation F11626 on D2156: Adapted random collection
F11626
Formulation 3
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\{ \mathcal{G}_j \}_{j \in J}$ is a D3346: Sigma-algebra filtration for $\mathcal{F}$ on $P$
(ii) $\{ X_j \}_{j \in J}$ is a D1721: Random collection on $P$
Then $\{ (X_j, \mathcal{G}_j) \}_{j \in J}$ is an adapted random collection on $P$ if and only if \begin{equation} \forall \, j \in J : X_j \in \mathcal{G}_j \end{equation}