Adapted Stochastic Process - Quant Trader Interview Question
Difficulty: Medium
Category: Stochastic Calculus
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Topics: stochastic-processes, filtration, measurability, adapted-process
Problem Description
Let $X_t$ be a stochastic process and $\{\mathcal{F}_t\}$ be a filtration. What does it mean for the stochastic process $X_t$ to be adapted to the filtration $\{\mathcal{F}_t\}$?
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