ThmDex – An index of mathematical definitions, results, and conjectures.
Formulation F8142 on D4109: Predictable random sequence
F8142
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P}, \{ \mathcal{G}_n \}_{n \in \mathbb{N}})$ be a D1726: Filtered probability space.
A D1723: Random sequence $X_0, X_1, X_2, \dots$ on $P$ is a predictable random sequence on $P$ if and only if \begin{equation} \forall \, n \in \mathbb{N} : X_{n + 1} \in \mathcal{G}_n \end{equation}