ABSTRACT

Up to this point we have been working with stochastic processes that live on fixed adapted spaces. The only time we considered an extra factor was in the preceding chapter when we studied intrinsic filtrations. In this chapter we are going to allow changes in the adapted space in which we are working. We will see how one can handle these changes within the theory of adapted distributions, and look at some of the constructions that are carried out in the general theory of processes through the eyes of a model theorist.