The filtrations tag has no wiki summary.

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### What is the sigma field of the derivative of a process?

When $t\to X_t$ is an absolutely continuous process ($X_t= X_0+ \int_0^t Y_s dt$ for some measurable process $Y_t$) we have for all $t$ $$\sigma(Y_t) \subset \cap_{\epsilon >0}\sigma(X_{s}, s\in ...

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### When the completed filtration of a process increases slowly

If $\mathcal{F}_t$ is the filtration of the evaluation process on $C_T$ (continuous function on $[0,T]$). Can we find some law of continuous process $\mathbb{P}$ so that for $t\leq T$
...

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### Is semistability of smooth Weil sheaf preserved under tensor product?

Let $X_0$ be a smooth, geometrically connected scheme over $\mathbb{F}_q$. As usual, let $\tau : \bar{\mathbb{Q}}_{\ell} \simeq \mathbb{C}$ be a fixed isomorphism. Let $\mathcal{C}$ be the category of ...

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### Does martingale convergence hold for arbitrary time?

Let $\{\mathcal B_i:i\in I\}$ be a family of $\sigma$-algebras (over the same set $\Omega$) which are totally ordered by inclusion, in the sense that for any $i,j\in I$ either $\mathcal ...

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### Properties preserved under passage to augmented filtration

Dear all,
generally speaking, my question is about which properties of a stochastic process are preserved when I skip from the original to the augmented filtration.
Recall that if ...

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### Left-continuous poisson process?

Hi,
Is a left-continuous compensated poisson process a martingale under its natural filtration?
And what about the right-continuous version of its filtration? (My guess is no)
Thanks,
Johannes

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### Right-continuity of natural filtrations

My question: Is the natural filtration of a right-continuous process also right-continuous?
I would say yes, but don't know where to start proving it.
Thanks for your help/ideas!

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### Does there exist a functorial splitting for the weight filtration (of singular cohomology)?

There are plenty of examples of varieties whose singular cohomology with rational coefficients considered as a mixed Hodge structure does not decompose as the direct sum of its pure (weight) factors. ...

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### Do Deligne's decalage and two filtrations for mixed Hodge complexes have a conceptual explanation?

As far as I understood, there are two way to assign weights to a mixed Hodge complex (a way that does not depend on shifts, and another one that does). There is a clever way to relate these to ways ...

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### Is the first filtration Hausdorff?

Maybe this is too technical and elementary, but I cannot make up my mind, nor find a reference.
The situation is the following: let $X$ be a double cochain (right half-plane) complex of abelian ...

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### Semistable filtered vector spaces, a Tannakian category.

Let $k$ be a field (char = 0, perhaps). Let $(V,F)$ be a pair, where $V$ is a finite-dimensional $k$-vector space, and $F$ is a filtration of $V$, indexed by rational numbers, satisfying:
$F^i V ...

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### If associated-graded of a filtered bialgebra is Hopf, does it follow that the original bialgebra was Hopf?

Warning: older texts use the word "Hopf algebra" for what's now commonly called "bialgebra", whereas now "Hopf" is an extra condition. So as to avoid any confusion, I'll give my definitions before ...

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### What is the universal property of associated graded?

Given a filtered vector space (or module over a ring) $0=V_{0}\subseteq V_{1}\subseteq\cdots\subseteq V$, you can construct the associated graded vector space ...