Timeline for Is integral of adapted separable process adapted?
Current License: CC BY-SA 4.0
4 events
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Jan 28, 2023 at 21:08 | history | edited | Christophe Leuridan | CC BY-SA 4.0 |
Correction
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Jan 28, 2023 at 21:05 | comment | added | Christophe Leuridan | Yes you are right. I read the assumptions too quickly and I will modify my answer. | |
Jan 28, 2023 at 13:56 | comment | added | Anton Sorokovsky | The following is not necessary true "For every $t$, the map $(s,\omega) \mapsto f(s,\omega)$ is measurable on $[0,t] \times \Omega$. " The process is not progressively measurable unless it somehow follow from the separability | |
Jan 27, 2023 at 19:55 | history | answered | Christophe Leuridan | CC BY-SA 4.0 |