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Adapted distribution. (English) Zbl 0683.60025

Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 201-204 (1987).
[For the entire collection see Zbl 0671.00012.]
The distribution of a stochastic process does not take into account a filtration which may be associated with the process. Adapted distribution is a distribution-like notion for processes with filtration which does do this.

MSC:

60G05 Foundations of stochastic processes
03H10 Other applications of nonstandard models (economics, physics, etc.)

Citations:

Zbl 0671.00012