In stochastic analysis, a part of the mathematical theory of probability, a predictable process is a stochastic process whose value is knowable at a prior time. The predictable processes form the smallest class that is closed under taking limits of sequences and contains all adapted left-continuous processes.
hypothesisstochastic processstochastic processe
Predictable sigma-algebraPredictable σ-algebra
Proceso predictible (es)Processus prévisible (fr)Vorhersagbarer Prozess (de)可预测过程 (zh)