Exact(2)
Throughout this paper, we consider a filtered probability space ((Omega,mathcal{F},P)) with filtration (mathcal {F}_{t}), (tgeq0) satisfying the usual conditions, that is, it is right continuous and increasing, while (mathcal{F}_{0}) contains all P-null sets.
Let ( Ω, F, P ) be a complete probability space with a filtration { F t } t ≥ 0 satisfying the usual conditions, that is, it is right continuous and increasing while F 0 contains all P-null sets.
Similar(58)
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