In mathematics, progressive measurability is a property in the theory of stochastic processes.
A progressively measurable process, while defined quite technically, is important because it implies the stopped process is measurable.
Being progressively measurable is a strictly stronger property than the notion of being an adapted process.
[1] Progressively measurable processes are important in the theory of Itô integrals.
is said to be progressively measurable[2] (or simply progressive) if, for every time
is said to be progressively measurable if the process
is progressively measurable in the sense defined above, where
form a sigma algebra on
is progressively measurable in the sense of the previous paragraph if, and only if, it is
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