Abstract
In this chapter, we introduce some basic techniques and notions which will be used throughout the sequel. Once and for all, we consider below, a filtered probability space (Ω,ℱ,ℱ t , P) and we suppose that each ℱ t contains all the sets of P-measure zero in ℱ. As a result, any limit (almost-sure, in the mean, etc...) of adapted processes is an adapted process; a process which is indistinguishable from an adapted process is adapted.
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Revuz, D., Yor, M. (1991). Stochastic Integration. In: Continuous Martingales and Brownian Motion. Grundlehren der mathematischen Wissenschaften, vol 293. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-21726-9_5
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DOI: https://doi.org/10.1007/978-3-662-21726-9_5
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