Theorems · Inductive type · probability

MeasureTheory.Filtration

{Ω : Type u_1} → (ι : Type u_2) → [Preorder ι] → MeasurableSpace Ω → Type (max u_1 u_2)

A Filtration on a measurable space Ω with σ-algebra m is a monotone sequence of sub-σ-algebras of m.

Defined in: Mathlib.Probability.Process.Filtration
Cited by: 425 results in Mathlib
Foundations: Depth 1 from the axioms, rests on 3 definitions · uses no axioms
Assumes: Preorder

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