# 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

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