Talk:Adapted process

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term[edit]

Adapted process is related to "predictable process"/"nonanticipating process"? Jackzhp 06:01, 1 September 2006 (UTC)

Yes, "adapted" and "non-anticipating" are synonyms. I have added a note to this effect in the main article. I have also added redirects from "nonanticipating process" and "non-anticipating process". Sullivan.t.j 22:37, 1 September 2006 (UTC)

Are you sure? I think we can have a process that is not adapted, but still non-anticipating. For example, if F is filtration generated by Brownian motion, and G is filtration that contains F plus extra, but this extra is independent of the future, then we can define a process X(t) that is NOT adapted to F (depends on this extra), but is still non-anticipating. You can actually integrate this process w.r.t Brownian motion, but Ito/Martingale representation will not work (I think). 89.235.241.7 (talk) 22:50, 26 May 2011 (UTC)

type error?[edit]

"Integrand"? when I clicked it, I was directed to Integral. Is there anything wrong here? Jackzhp 05:03, 1 September 2006 (UTC)

No, nothing is wrong. If you read the article Integral, you will see that the term "integrand" is defined: it is the thing that is integrated. Sullivan.t.j 22:37, 1 September 2006 (UTC)

"See into the future"[edit]

It seems that some processes can see into the future, some can not. Can someone please give an example for each case? Jackzhp 05:05, 1 September 2006 (UTC)

Done. :-) Sullivan.t.j 22:37, 1 September 2006 (UTC)