ABSTRACT
Recall that (Ω,F , (Ft), P ) is a complete filtered probability space with right continuous and augmented filtration (Ft), F∞ = σ
(⋃ t Ft
) and set Π = [0,∞)×Ω.
We can then view a stochastic process X = (Xt) as a function X : Π → R by setting X(t, ω) = Xt(ω), for t ∈ [0,∞) and ω ∈ Ω. To simplify the exposition we introduce a further assumption on the filtration (Ft): 1.0 Assumption. The σ-field F0 is trivial (consists of the null sets and their complements).
