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Predictable process

In stochastic analysis, a part of the mathematical theory of probability, a predictable process is a stochastic process whose value is knowable at a prior time. The predictable processes form the smallest class that is closed under taking limits of sequences and contains all adapted left-continuous processes.[clarification needed]

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Predictable process

Nodes15
Edges14
Triples2
Avg. degree1.87
Density0.133333
Components1

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Predictable process

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is a · 1
Predictable process → stochastic process whose value is knowable at a prior time
related to Examples · 1
Predictable process → Every

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predictable process probability adapted stochastic σ-algebra continuous-time mathematical processes left-continuous needed also measurable given filtered space displaystyle omega mathcal mathbb

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SubjectPredicateObjectConfidenceSrc
Predictable processis astochastic process whose value is knowable at a prior time0.90text
Predictable processrelated to ExamplesEvery0.60section

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