Filtration (probability theory)
Model of information available at a given point of a random process / From Wikipedia, the free encyclopedia
Dear Wikiwand AI, let's keep it short by simply answering these key questions:
Can you list the top facts and stats about Filtration (probability theory)?
Summarize this article for a 10 year old
SHOW ALL QUESTIONS
In the theory of stochastic processes, a subdiscipline of probability theory, filtrations are totally ordered collections of subsets that are used to model the information that is available at a given point and therefore play an important role in the formalization of random (stochastic) processes.