Monthly Archives: November 2013

Sigma-Algebras and Filtrations in Probability Theory – Part 1

The concept of a sigma-algebra (a.k.a. a σ-algebra, sigma-field or σ-field) lies at the heart of measure theory, and therefore at the heart of axiomatic probability theory, and the related concept of a filtration is fundamental in the study of stochastic processes. However, many people studying probability have an … Continue reading

Posted in Uncategorized | 7 Comments