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      A stochastic process is a collection of random variables usually indexed by a totally ordered set.

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      After some helpful comments, I realized that I had to repost this question in a more systematic way. On a complete probability space, let $\mathcal{H}_0$ denote the Hilbert space of square integrabl …
      asked Oct 28 '12 by Hauke L.
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      I am interested in a proof of the following statement which seems intuitive, but is somehow really tricky: Let $X$ be a stochastic process and let $(\mathcal{F}(t) : t \geq 0)$ be the filtration tha …
      asked Jul 7 '12 by Hauke L.

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