ThmDex – An index of mathematical definitions, results, and conjectures.
Formulation F8097 on D2156: Adapted random collection
F8097
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P}, \{ \mathcal{G}_j \}_{j \in J})$ be a D1726: Filtered probability space such that
(i) $\{ X_j \}_{j \in J}$ is a D1721: Random collection on $P$
Then $\{ X_j \}_{j \in J}$ is an adapted random collection on $P$ if and only if \begin{equation} \forall \, j \in J : \sigma_{\text{pullback}} \langle X_j \rangle \subseteq \mathcal{G}_j \end{equation}