Measure theory | Stochastic processes

Progressively measurable process

In mathematics, progressive measurability is a property in the theory of stochastic processes. A progressively measurable process, while defined quite technically, is important because it implies the stopped process is measurable. Being progressively measurable is a strictly stronger property than the notion of being an adapted process. Progressively measurable processes are important in the theory of Itô integrals. (Wikipedia).

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From playlist When is the Function Increasing Decreasing or Neither

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How to find the intervals that a function is increasing and decreasing

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From playlist When is the Function Increasing Decreasing or Neither

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Adapted process | Equivalence class | Mathematics | Brownian motion | Indicator function | Measurable function | Probability space | Continuous function | Measurable space | Stopped process | Stochastic process | Càdlàg