About: Filtration (probability theory)

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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 processes.

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rdfs:label	Filtration (probability theory) (en)
rdfs:comment	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 processes. (en)
dbp:wikiPageUsesTemplate	dbt:Short_description
Subject	Probability theory
prov:wasDerivedFrom	http://en.wikipedia.org/wiki/Filtration_(probability_theory)?oldid=1071402831&ns=0
Wikipage page ID	57854817 (xsd:integer)
page length (characters) of wiki page	4626 (xsd:nonNegativeInteger)
Wikipage revision ID	1071402831 (xsd:integer)
Link from a Wikipage to another Wikipage	Null set Probability space Probability theory Σ-algebra Probability theory Complete measure Filter (mathematics) Filtration (mathematics) Index set Stochastic process Total order Natural filtration
has abstract	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 processes. (en)
foaf:isPrimaryTopicOf	http://en.wikipedia.org/wiki/Filtration_(probability_theory)
is Wikipage redirect of	Usual hypotheses Complete filtration Augmented filtration Right-continuous filtration Filtered probability space Usual conditions
is Link from a Wikipage to another Wikipage of	Adapted process Azuma's inequality Brownian model of financial markets Doob's martingale convergence theorems Doob decomposition theorem Doob martingale Consistent pricing process Hitting time Complete filtration Filtration (mathematics) G-expectation Kazamaki's condition Expectations hypothesis Augmented filtration Filtered probability space Itô calculus Markov property Martingale (probability theory) Martingale pricing Martingale representation theorem Natural filtration
is foaf:primaryTopic of	http://en.wikipedia.org/wiki/Filtration_(probability_theory)

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