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Atlas.TheoryOfProbability.code.Filtration

@[reducible, inline]
abbrev DiscreteFiltration (Ω : Type u_1) (m : MeasurableSpace Ω) :
Type u_1

Discrete-time filtration. An increasing sequence of sub-σ-algebras (ℱ_n)_{n ∈ ℕ} of m. Abbreviation for Filtration ℕ m.

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