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Filtration (mathematics)

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4169: 3697: 4722: 3856: 3222: 2958: 3475: 1640:, that is, if and only if the identity map is continuous at 1. In particular, the two filtrations define the same topology if and only if for any subgroup appearing in one there is a smaller or equal one appearing in the other. 3125: 4830: 4284:
in the sense that, if the filtered probability space is interpreted as a random experiment, the maximum information that can be found out about it from arbitrarily often repeating the experiment until the random time
4065: 3959: 3278: 2838: 4578: 2588: 4008: 3612: 460: 2797: 1638: 3900: 3529: 2727: 770: 721: 4762: 4532: 4389: 4334: 4258: 4204: 1037: 672: 632: 270: 4641: 3775: 3141: 1358: 4446: 3580: 3361: 1762:. This is therefore a special case of the notion for groups, with the additional condition that the subgroups be submodules. The associated topology is defined as for groups. 105: 4358: 3758:, and is more and more precise (the set of measurable events is staying the same or increasing) as more information from the evolution of the stock price becomes available. 3604: 3322: 355: 56: 3383: 892: 4478: 1555: 1418: 4632: 4605: 302:, then the filtration can be interpreted as representing all historical but not future information available about the stochastic process, with the algebraic structure 4415: 4225: 4057: 4034: 3549: 3298: 2747: 2685: 2626: 210: 2870: 1941: 1195: 1169: 4501: 4303: 4282: 2420: 1760: 1525: 1388: 1292: 1087: 947: 557: 502: 393: 327: 3396: 3756: 3728: 3495: 3003: 2982: 2858: 2504: 2480: 2460: 2440: 2393: 2369: 2349: 2329: 2301: 2279: 2257: 2237: 2217: 2193: 2173: 2153: 2130: 2108: 2087: 2067: 2047: 2025: 2002: 1981: 1961: 1911: 1891: 1871: 1851: 1827: 1807: 1783: 1733: 1709: 1686: 1666: 1595: 1575: 1498: 1478: 1458: 1438: 1312: 1258: 1238: 1215: 1139: 1111: 1060: 991: 971: 920: 577: 522: 296: 230: 178: 152: 132: 3019: 4770: 820: 772:). Again, it depends on the context how exactly the word "filtration" is to be understood. Descending filtrations are not to be confused with the 824: 583:. Whether this requirement is assumed or not usually depends on the author of the text and is often explicitly stated. This article does 4164:{\displaystyle {\mathcal {F}}_{\tau }:=\{A\in {\mathcal {F}}\vert \forall t\geq 0\colon A\cap \{\tau \leq t\}\in {\mathcal {F}}_{t}\}} 3730:". Therefore, a filtration is often used to represent the change in the set of events that can be measured, through gain or loss of 3912: 3231: 2802: 4537: 2525: 5028: 4879: 3964: 3692:{\displaystyle {\mathcal {F}}_{\infty }=\sigma \left(\bigcup _{t\geq 0}{\mathcal {F}}_{t}\right)\subseteq {\mathcal {F}}.} 406: 4896: 2752: 4937: 4845: 2645: 4954: 3861: 3503: 2696: 726: 677: 5057: 4727: 17: 4717:{\displaystyle \left(\Omega ,{\mathcal {F}},\left\{{\mathcal {F}}_{t}\right\}_{t\geq 0},\mathbb {P} \right)} 4506: 4363: 4308: 4232: 4178: 3851:{\displaystyle \left(\Omega ,{\mathcal {F}},\left\{{\mathcal {F}}_{t}\right\}_{t\geq 0},\mathbb {P} \right)} 3217:{\displaystyle \left(\Omega ,{\mathcal {F}},\left\{{\mathcal {F}}_{t}\right\}_{t\geq 0},\mathbb {P} \right)} 996: 1600: 2636:(a filtration on a vector space), considering a set to be a vector space over the field with one element. 637: 597: 235: 1321: 4420: 3554: 3335: 396: 3710:
context is equivalent to events that can be discriminated, or "questions that can be answered at time
64: 5047: 4980:
Fischer, Tom (2013). "On simple representations of stopping times and stopping time sigma-algebras".
4339: 3585: 3303: 336: 37: 3767: 3366: 875: 5052: 4451: 4610: 4583: 2953:{\displaystyle t_{1}\leq t_{2}\implies {\mathcal {F}}_{t_{1}}\subseteq {\mathcal {F}}_{t_{2}}.} 2663: 2629: 773: 524:, or (in more general cases, when the notion of union does not make sense) that the canonical 4394: 4210: 4042: 4013: 3534: 3283: 2732: 2670: 2633: 2593: 2507: 189: 1916: 1530: 1393: 1174: 1144: 4850: 4486: 4288: 4267: 3735: 3470:{\displaystyle {\mathcal {F}}_{t}={\mathcal {F}}_{t+}:=\bigcap _{s>t}{\mathcal {F}}_{s}} 2398: 1738: 1689: 1503: 1366: 1270: 1065: 1039:). Note that this use of the word "filtration" corresponds to our "descending filtration". 925: 535: 480: 371: 305: 8: 812: 792: 155: 112: 3738:, where a filtration represents the information available up to and including each time 4989: 4840: 3741: 3713: 3480: 2988: 2967: 2843: 2659: 2489: 2465: 2445: 2425: 2378: 2354: 2334: 2314: 2286: 2264: 2260: 2242: 2222: 2202: 2178: 2158: 2138: 2115: 2093: 2072: 2052: 2032: 2010: 1987: 1966: 1946: 1896: 1876: 1856: 1836: 1812: 1792: 1768: 1718: 1694: 1671: 1651: 1580: 1560: 1483: 1463: 1443: 1423: 1297: 1243: 1223: 1200: 1124: 1096: 1045: 976: 956: 905: 816: 804: 562: 507: 474: 299: 281: 215: 163: 137: 117: 5024: 4933: 4875: 3225: 2655: 1261: 1090: 895: 796: 5016: 403:), but not with respect to other operations (say, multiplication) that satisfy only 4999: 3390: 3329: 2690: 2196: 1830: 856: 788: 473:
Sometimes, filtrations are supposed to satisfy the additional requirement that the
365: 3120:{\displaystyle t\in \{0,1,\dots ,N\},\mathbb {N} _{0},{\mbox{ or }}[0,+\infty ).} 2483: 1315: 950: 867: 777: 400: 330: 4825:{\displaystyle {\mathcal {F}}_{\tau _{1}}\subseteq {\mathcal {F}}_{\tau _{2}}.} 2651: 840: 800: 467: 463: 59: 5003: 5041: 4764: 4635: 4207: 3903: 2667: 1786: 808: 4903: 3761: 3006: 529: 525: 3731: 3707: 3010: 2861: 2519: 580: 28: 4336:. In particular, if the underlying probability space is finite (i.e. 781: 158: 108: 5021:
Stochastic Differential Equations: An Introduction with Applications
3706:-algebra defines the set of events that can be measured, which in a 3500:
It is also useful (in the case of an unbounded index set) to define
3386: 4994: 4391:(with respect to set inclusion) are given by the union over all 1121:
of subgroups appearing in the filtration, that is, a subset of
1117:
to the filtration. A basis for this topology is the set of all
2518:
A maximal filtration of a set is equivalent to an ordering (a
4534:-measurable. However, simple examples show that, in general, 1118: 1643: 3954:{\displaystyle \left\{{\mathcal {F}}_{t}\right\}_{t\geq 0}} 3273:{\displaystyle \left\{{\mathcal {F}}_{t}\right\}_{t\geq 0}} 2306: 1141:
is defined to be open if it is a union of sets of the form
2833:{\displaystyle {\mathcal {F}}_{t}\subseteq {\mathcal {F}}} 329:
gaining in complexity with time. Hence, a process that is
4573:{\displaystyle \sigma (\tau )\neq {\mathcal {F}}_{\tau }} 2583:{\displaystyle \{0\}\subseteq \{0,1\}\subseteq \{0,1,2\}} 3762:
Relation to stopping times: stopping time sigma-algebras
2049:
is then the topology associated to this filtration. If
3324:. A filtered probability space is said to satisfy the 3090: 2985:
will usually depend on context: the set of values for
4773: 4730: 4644: 4613: 4586: 4540: 4509: 4489: 4454: 4423: 4397: 4366: 4342: 4311: 4291: 4270: 4235: 4213: 4181: 4068: 4045: 4016: 4003:{\displaystyle \{\tau \leq t\}\in {\mathcal {F}}_{t}} 3967: 3915: 3864: 3778: 3744: 3716: 3615: 3588: 3557: 3537: 3506: 3483: 3399: 3369: 3338: 3306: 3286: 3234: 3144: 3022: 2991: 2970: 2873: 2846: 2805: 2755: 2735: 2699: 2673: 2596: 2528: 2492: 2468: 2448: 2428: 2401: 2381: 2357: 2337: 2317: 2289: 2267: 2245: 2225: 2205: 2181: 2161: 2141: 2118: 2096: 2075: 2055: 2035: 2013: 1990: 1969: 1949: 1919: 1899: 1879: 1859: 1839: 1815: 1795: 1771: 1741: 1721: 1697: 1674: 1654: 1603: 1583: 1563: 1533: 1506: 1486: 1466: 1446: 1426: 1396: 1369: 1324: 1300: 1273: 1246: 1226: 1203: 1177: 1147: 1127: 1099: 1068: 1048: 999: 979: 959: 928: 908: 878: 729: 680: 640: 600: 565: 538: 510: 483: 409: 374: 339: 308: 284: 238: 218: 192: 166: 140: 120: 67: 40: 3858:be a filtered probability space. A random variable 1220:The topology associated to a filtration on a group 5015: 4927: 4897:"Stochastic Processes: A very simple introduction" 4824: 4756: 4716: 4626: 4599: 4572: 4526: 4495: 4472: 4440: 4409: 4383: 4352: 4328: 4297: 4276: 4252: 4219: 4198: 4163: 4051: 4028: 4002: 3953: 3894: 3850: 3750: 3722: 3691: 3598: 3574: 3543: 3523: 3489: 3469: 3377: 3355: 3316: 3292: 3272: 3216: 3119: 2997: 2976: 2952: 2852: 2832: 2791: 2741: 2721: 2679: 2620: 2582: 2498: 2474: 2454: 2434: 2414: 2387: 2363: 2343: 2323: 2295: 2273: 2251: 2231: 2211: 2187: 2167: 2147: 2124: 2102: 2081: 2061: 2041: 2019: 1996: 1975: 1955: 1935: 1905: 1885: 1865: 1845: 1821: 1801: 1777: 1754: 1727: 1703: 1680: 1660: 1632: 1589: 1569: 1549: 1519: 1492: 1472: 1452: 1432: 1412: 1382: 1352: 1306: 1286: 1252: 1232: 1209: 1189: 1163: 1133: 1105: 1081: 1054: 1031: 985: 965: 941: 914: 886: 872:In algebra, filtrations are ordinarily indexed by 764: 715: 666: 626: 571: 551: 516: 496: 454: 387: 349: 321: 290: 264: 224: 204: 172: 146: 126: 99: 50: 455:{\displaystyle S_{i}\cdot S_{j}\subseteq S_{i+j}} 5039: 4975: 4973: 4971: 3551:-algebra generated by the infinite union of the 2792:{\displaystyle \{{\mathcal {F}}_{t}\}_{t\geq 0}} 2632:, an ordering on a set corresponds to a maximal 2442:is a field, then an ascending filtration of the 1557:-topology, is continuous if and only if for any 4894: 795:(where they are related in an important way to 4952: 4968: 2510:are one important class of such filtrations. 819:, other terminology is usually used, such as 4467: 4455: 4158: 4138: 4126: 4102: 4086: 3980: 3968: 3053: 3029: 2774: 2756: 2577: 2559: 2553: 2541: 2535: 2529: 1347: 1341: 368:, there is instead the requirement that the 2522:) of the set. For instance, the filtration 361:, because it cannot "see into the future". 2901: 2897: 1765:An important special case is known as the 776:notion of cofiltrations (which consist of 4993: 4705: 3895:{\displaystyle \tau :\Omega \rightarrow } 3839: 3371: 3205: 3061: 1644:Rings and modules: descending filtrations 880: 3524:{\displaystyle {\mathcal {F}}_{\infty }} 2722:{\displaystyle (\Omega ,{\mathcal {F}})} 2395:is an increasing sequence of submodules 2307:Rings and modules: ascending filtrations 1267:The topology associated to a filtration 765:{\displaystyle \bigcup _{i\in I}S_{i}=S} 716:{\displaystyle \bigcap _{i\in I}S_{i}=0} 4979: 4757:{\displaystyle \tau _{1}\leq \tau _{2}} 1735:is a decreasing sequence of submodules 14: 5040: 4527:{\displaystyle {\mathcal {F}}_{\tau }} 4384:{\displaystyle {\mathcal {F}}_{\tau }} 4329:{\displaystyle {\mathcal {F}}_{\tau }} 4253:{\displaystyle {\mathcal {F}}_{\tau }} 4199:{\displaystyle {\mathcal {F}}_{\tau }} 1032:{\displaystyle G_{n+1}\subseteq G_{n}} 399:with respect to some operations (say, 4869: 1633:{\displaystyle G_{m}\subseteq G'_{n}} 1089:, there is a natural way to define a 4870:Björk, Thomas (2005). "Appendix B". 2693:. That is, given a measurable space 2283:, relative to the topology given on 667:{\displaystyle S_{i}\subseteq S_{j}} 627:{\displaystyle S_{i}\supseteq S_{j}} 265:{\displaystyle S_{i}\subseteq S_{j}} 4955:"Filtrations and Adapted Processes" 4953:George Lowther (November 8, 2009). 4872:Arbitrage Theory in Continuous Time 3907: 1353:{\displaystyle \bigcap G_{n}=\{1\}} 24: 4982:Statistics and Probability Letters 4801: 4777: 4674: 4658: 4650: 4559: 4513: 4441:{\displaystyle {\mathcal {F}}_{t}} 4427: 4370: 4345: 4315: 4239: 4185: 4147: 4105: 4097: 4072: 3989: 3924: 3886: 3871: 3808: 3792: 3784: 3681: 3660: 3625: 3619: 3591: 3575:{\displaystyle {\mathcal {F}}_{t}} 3561: 3516: 3510: 3456: 3420: 3403: 3356:{\displaystyle {\mathcal {F}}_{0}} 3342: 3309: 3243: 3174: 3158: 3150: 3108: 2929: 2905: 2825: 2809: 2762: 2711: 2703: 342: 43: 25: 5069: 4175:It is not difficult to show that 2639: 4895:Péter Medvegyev (January 2009). 4360:is finite), the minimal sets of 2729:, a filtration is a sequence of 2662:, a filtration is an increasing 2628:. From the point of view of the 180:, subject to the condition that 100:{\displaystyle (S_{i})_{i\in I}} 4846:Filtration (probability theory) 4417:of the sets of minimal sets of 2963:The exact range of the "times" 2646:Filtration (probability theory) 787:Filtrations are widely used in 594:, which is required to satisfy 4946: 4921: 4888: 4863: 4550: 4544: 4353:{\displaystyle {\mathcal {F}}} 4260:encodes information up to the 3889: 3877: 3874: 3599:{\displaystyle {\mathcal {F}}} 3317:{\displaystyle {\mathcal {F}}} 3111: 3096: 3086: 3074: 2898: 2716: 2700: 2615: 2597: 590:There is also the notion of a 350:{\displaystyle {\mathcal {F}}} 298:is the time parameter of some 82: 68: 51:{\displaystyle {\mathcal {F}}} 13: 1: 4856: 3228:equipped with the filtration 2482:is an increasing sequence of 2259:-adic topology, it becomes a 1527:-topology and the second the 1440:, then the identity map from 462:, where the index set is the 3378:{\displaystyle \mathbb {P} } 2590:corresponds to the ordering 2089:itself, we have defined the 922:, is then a nested sequence 887:{\displaystyle \mathbb {N} } 466:; this is by analogy with a 7: 4930:Probabilities and Potential 4928:Claude Dellacherie (1979). 4834: 4473:{\displaystyle \{\tau =t\}} 4059:-algebra is now defined as 3013:or unbounded. For example, 850: 830: 10: 5074: 3765: 3734:. A typical example is in 3582:'s, which is contained in 3132:filtered probability space 2643: 1480:, where the first copy of 865: 845: 5004:10.1016/j.spl.2012.09.024 4627:{\displaystyle \tau _{2}} 4600:{\displaystyle \tau _{1}} 2513: 861: 587:impose this requirement. 807:for nested sequences of 4410:{\displaystyle t\geq 0} 4220:{\displaystyle \sigma } 4052:{\displaystyle \sigma } 4029:{\displaystyle t\geq 0} 3544:{\displaystyle \sigma } 3293:{\displaystyle \sigma } 2742:{\displaystyle \sigma } 2680:{\displaystyle \sigma } 2621:{\displaystyle (0,1,2)} 1420:are defined on a group 835: 205:{\displaystyle i\leq j} 4826: 4758: 4718: 4628: 4601: 4574: 4528: 4497: 4474: 4442: 4411: 4385: 4354: 4330: 4299: 4278: 4254: 4221: 4200: 4165: 4053: 4030: 4004: 3955: 3896: 3852: 3752: 3724: 3693: 3600: 3576: 3545: 3525: 3491: 3471: 3379: 3357: 3318: 3294: 3274: 3218: 3121: 2999: 2978: 2954: 2854: 2834: 2793: 2743: 2723: 2681: 2630:field with one element 2622: 2584: 2500: 2476: 2456: 2436: 2416: 2389: 2365: 2345: 2325: 2297: 2275: 2253: 2233: 2213: 2189: 2169: 2149: 2126: 2104: 2083: 2063: 2043: 2021: 1998: 1977: 1963:forms a filtration of 1957: 1937: 1936:{\displaystyle I^{n}M} 1907: 1887: 1867: 1847: 1823: 1803: 1779: 1756: 1729: 1705: 1682: 1662: 1634: 1591: 1571: 1551: 1550:{\displaystyle G'_{n}} 1521: 1494: 1474: 1454: 1434: 1414: 1413:{\displaystyle G'_{n}} 1384: 1354: 1308: 1288: 1254: 1234: 1211: 1191: 1190:{\displaystyle a\in G} 1165: 1164:{\displaystyle aG_{n}} 1135: 1107: 1083: 1056: 1033: 987: 967: 943: 916: 898:of natural numbers. A 888: 766: 717: 668: 628: 573: 553: 518: 498: 456: 389: 351: 323: 292: 266: 226: 206: 174: 148: 128: 101: 52: 4827: 4759: 4719: 4629: 4602: 4575: 4529: 4498: 4496:{\displaystyle \tau } 4483:It can be shown that 4475: 4443: 4412: 4386: 4355: 4331: 4300: 4298:{\displaystyle \tau } 4279: 4277:{\displaystyle \tau } 4255: 4222: 4201: 4166: 4054: 4031: 4005: 3956: 3897: 3853: 3753: 3725: 3694: 3601: 3577: 3546: 3526: 3492: 3472: 3380: 3358: 3319: 3295: 3275: 3219: 3122: 3000: 2979: 2955: 2855: 2835: 2794: 2744: 2724: 2682: 2623: 2585: 2501: 2477: 2457: 2437: 2417: 2415:{\displaystyle M_{n}} 2390: 2366: 2346: 2326: 2298: 2276: 2254: 2234: 2214: 2190: 2170: 2150: 2127: 2105: 2084: 2064: 2044: 2022: 1999: 1978: 1958: 1938: 1908: 1888: 1868: 1848: 1824: 1804: 1780: 1757: 1755:{\displaystyle M_{n}} 1730: 1713:descending filtration 1706: 1683: 1663: 1635: 1592: 1572: 1552: 1522: 1520:{\displaystyle G_{n}} 1495: 1475: 1455: 1435: 1415: 1385: 1383:{\displaystyle G_{n}} 1355: 1309: 1289: 1287:{\displaystyle G_{n}} 1255: 1235: 1217:is a natural number. 1212: 1192: 1166: 1136: 1108: 1084: 1082:{\displaystyle G_{n}} 1057: 1034: 988: 968: 944: 942:{\displaystyle G_{n}} 917: 889: 767: 718: 669: 629: 592:descending filtration 574: 554: 552:{\displaystyle S_{i}} 519: 499: 497:{\displaystyle S_{i}} 457: 390: 388:{\displaystyle S_{i}} 352: 324: 322:{\displaystyle S_{i}} 293: 267: 227: 207: 175: 149: 129: 102: 53: 5058:Stochastic processes 5023:. Berlin: Springer. 4851:Filter (mathematics) 4771: 4728: 4642: 4611: 4584: 4538: 4507: 4487: 4452: 4421: 4395: 4364: 4340: 4309: 4289: 4268: 4233: 4211: 4179: 4066: 4043: 4014: 3965: 3913: 3906:with respect to the 3862: 3776: 3742: 3736:mathematical finance 3714: 3613: 3586: 3555: 3535: 3504: 3481: 3397: 3367: 3336: 3304: 3284: 3232: 3142: 3020: 2989: 2968: 2871: 2844: 2803: 2753: 2733: 2697: 2671: 2660:stochastic processes 2594: 2526: 2490: 2466: 2446: 2426: 2422:. In particular, if 2399: 2379: 2373:ascending filtration 2355: 2335: 2315: 2287: 2265: 2243: 2223: 2203: 2179: 2159: 2139: 2116: 2094: 2073: 2053: 2033: 2011: 1988: 1967: 1947: 1917: 1897: 1877: 1857: 1837: 1813: 1793: 1769: 1739: 1719: 1695: 1672: 1652: 1601: 1581: 1561: 1531: 1504: 1484: 1464: 1444: 1424: 1394: 1367: 1322: 1298: 1271: 1244: 1224: 1201: 1175: 1145: 1125: 1097: 1066: 1046: 997: 977: 957: 926: 906: 876: 727: 678: 674:(and, occasionally, 638: 598: 563: 536: 508: 481: 407: 372: 337: 306: 282: 236: 216: 190: 164: 138: 118: 65: 38: 3768:σ-Algebra of τ-past 2654:, in particular in 1629: 1546: 1409: 1363:If two filtrations 813:functional analysis 793:homological algebra 364:Sometimes, as in a 113:algebraic structure 5017:Øksendal, Bernt K. 4841:Natural filtration 4822: 4754: 4714: 4624: 4597: 4570: 4524: 4493: 4470: 4438: 4407: 4381: 4350: 4326: 4295: 4274: 4250: 4217: 4196: 4161: 4049: 4026: 4000: 3951: 3892: 3848: 3748: 3720: 3689: 3656: 3596: 3572: 3541: 3521: 3487: 3467: 3452: 3375: 3353: 3314: 3290: 3270: 3214: 3117: 3094: 2995: 2974: 2950: 2860:is a non-negative 2850: 2830: 2789: 2739: 2719: 2677: 2658:and the theory of 2618: 2580: 2496: 2472: 2452: 2432: 2412: 2385: 2361: 2341: 2321: 2293: 2271: 2249: 2239:is then given the 2229: 2209: 2185: 2165: 2145: 2122: 2100: 2079: 2059: 2039: 2017: 1994: 1973: 1953: 1933: 1903: 1883: 1863: 1843: 1819: 1809:-adic, etc.): Let 1799: 1775: 1752: 1725: 1701: 1678: 1658: 1630: 1617: 1587: 1567: 1547: 1534: 1517: 1490: 1470: 1450: 1430: 1410: 1397: 1380: 1350: 1304: 1284: 1250: 1230: 1207: 1187: 1161: 1131: 1103: 1079: 1052: 1029: 983: 973:(that is, for any 963: 939: 912: 884: 817:numerical analysis 805:probability theory 797:spectral sequences 762: 745: 713: 696: 664: 624: 569: 549: 514: 494: 452: 385: 347: 319: 300:stochastic process 288: 262: 222: 202: 170: 154:running over some 144: 124: 97: 48: 5030:978-3-540-04758-2 4881:978-0-19-927126-9 3751:{\displaystyle t} 3723:{\displaystyle t} 3641: 3490:{\displaystyle t} 3437: 3226:probability space 3134:(also known as a 3093: 2998:{\displaystyle t} 2977:{\displaystyle t} 2853:{\displaystyle t} 2656:martingale theory 2499:{\displaystyle M} 2475:{\displaystyle M} 2455:{\displaystyle R} 2435:{\displaystyle R} 2388:{\displaystyle M} 2364:{\displaystyle M} 2344:{\displaystyle R} 2324:{\displaystyle R} 2296:{\displaystyle R} 2274:{\displaystyle R} 2252:{\displaystyle I} 2232:{\displaystyle M} 2212:{\displaystyle R} 2188:{\displaystyle R} 2168:{\displaystyle I} 2148:{\displaystyle R} 2125:{\displaystyle R} 2103:{\displaystyle I} 2082:{\displaystyle R} 2069:is just the ring 2062:{\displaystyle M} 2042:{\displaystyle M} 2020:{\displaystyle I} 1997:{\displaystyle I} 1976:{\displaystyle M} 1956:{\displaystyle M} 1943:of submodules of 1906:{\displaystyle M} 1886:{\displaystyle R} 1866:{\displaystyle R} 1846:{\displaystyle I} 1822:{\displaystyle R} 1802:{\displaystyle J} 1778:{\displaystyle I} 1728:{\displaystyle M} 1704:{\displaystyle M} 1681:{\displaystyle R} 1661:{\displaystyle R} 1590:{\displaystyle m} 1570:{\displaystyle n} 1493:{\displaystyle G} 1473:{\displaystyle G} 1453:{\displaystyle G} 1433:{\displaystyle G} 1307:{\displaystyle G} 1262:topological group 1253:{\displaystyle G} 1233:{\displaystyle G} 1210:{\displaystyle n} 1134:{\displaystyle G} 1106:{\displaystyle G} 1062:and a filtration 1055:{\displaystyle G} 986:{\displaystyle n} 966:{\displaystyle G} 915:{\displaystyle G} 730: 681: 572:{\displaystyle S} 517:{\displaystyle S} 291:{\displaystyle i} 225:{\displaystyle I} 173:{\displaystyle I} 147:{\displaystyle i} 134:, with the index 127:{\displaystyle S} 16:(Redirected from 5065: 5048:Abstract algebra 5034: 5008: 5007: 4997: 4977: 4966: 4965: 4963: 4961: 4950: 4944: 4943: 4925: 4919: 4918: 4916: 4914: 4909:on April 3, 2015 4908: 4902:. Archived from 4901: 4892: 4886: 4885: 4867: 4831: 4829: 4828: 4823: 4818: 4817: 4816: 4815: 4805: 4804: 4794: 4793: 4792: 4791: 4781: 4780: 4763: 4761: 4760: 4755: 4753: 4752: 4740: 4739: 4723: 4721: 4720: 4715: 4713: 4709: 4708: 4700: 4699: 4688: 4684: 4683: 4678: 4677: 4662: 4661: 4633: 4631: 4630: 4625: 4623: 4622: 4606: 4604: 4603: 4598: 4596: 4595: 4579: 4577: 4576: 4571: 4569: 4568: 4563: 4562: 4533: 4531: 4530: 4525: 4523: 4522: 4517: 4516: 4502: 4500: 4499: 4494: 4479: 4477: 4476: 4471: 4447: 4445: 4444: 4439: 4437: 4436: 4431: 4430: 4416: 4414: 4413: 4408: 4390: 4388: 4387: 4382: 4380: 4379: 4374: 4373: 4359: 4357: 4356: 4351: 4349: 4348: 4335: 4333: 4332: 4327: 4325: 4324: 4319: 4318: 4304: 4302: 4301: 4296: 4283: 4281: 4280: 4275: 4259: 4257: 4256: 4251: 4249: 4248: 4243: 4242: 4226: 4224: 4223: 4218: 4205: 4203: 4202: 4197: 4195: 4194: 4189: 4188: 4170: 4168: 4167: 4162: 4157: 4156: 4151: 4150: 4101: 4100: 4082: 4081: 4076: 4075: 4058: 4056: 4055: 4050: 4035: 4033: 4032: 4027: 4009: 4007: 4006: 4001: 3999: 3998: 3993: 3992: 3960: 3958: 3957: 3952: 3950: 3949: 3938: 3934: 3933: 3928: 3927: 3901: 3899: 3898: 3893: 3857: 3855: 3854: 3849: 3847: 3843: 3842: 3834: 3833: 3822: 3818: 3817: 3812: 3811: 3796: 3795: 3757: 3755: 3754: 3749: 3729: 3727: 3726: 3721: 3698: 3696: 3695: 3690: 3685: 3684: 3675: 3671: 3670: 3669: 3664: 3663: 3655: 3629: 3628: 3623: 3622: 3605: 3603: 3602: 3597: 3595: 3594: 3581: 3579: 3578: 3573: 3571: 3570: 3565: 3564: 3550: 3548: 3547: 3542: 3530: 3528: 3527: 3522: 3520: 3519: 3514: 3513: 3496: 3494: 3493: 3488: 3476: 3474: 3473: 3468: 3466: 3465: 3460: 3459: 3451: 3433: 3432: 3424: 3423: 3413: 3412: 3407: 3406: 3391:right-continuous 3384: 3382: 3381: 3376: 3374: 3362: 3360: 3359: 3354: 3352: 3351: 3346: 3345: 3326:usual conditions 3323: 3321: 3320: 3315: 3313: 3312: 3299: 3297: 3296: 3291: 3279: 3277: 3276: 3271: 3269: 3268: 3257: 3253: 3252: 3247: 3246: 3223: 3221: 3220: 3215: 3213: 3209: 3208: 3200: 3199: 3188: 3184: 3183: 3178: 3177: 3162: 3161: 3136:stochastic basis 3126: 3124: 3123: 3118: 3095: 3091: 3070: 3069: 3064: 3004: 3002: 3001: 2996: 2983: 2981: 2980: 2975: 2959: 2957: 2956: 2951: 2946: 2945: 2944: 2943: 2933: 2932: 2922: 2921: 2920: 2919: 2909: 2908: 2896: 2895: 2883: 2882: 2859: 2857: 2856: 2851: 2839: 2837: 2836: 2831: 2829: 2828: 2819: 2818: 2813: 2812: 2798: 2796: 2795: 2790: 2788: 2787: 2772: 2771: 2766: 2765: 2748: 2746: 2745: 2740: 2728: 2726: 2725: 2720: 2715: 2714: 2691:measurable space 2686: 2684: 2683: 2678: 2627: 2625: 2624: 2619: 2589: 2587: 2586: 2581: 2505: 2503: 2502: 2497: 2484:vector subspaces 2481: 2479: 2478: 2473: 2461: 2459: 2458: 2453: 2441: 2439: 2438: 2433: 2421: 2419: 2418: 2413: 2411: 2410: 2394: 2392: 2391: 2386: 2370: 2368: 2367: 2362: 2350: 2348: 2347: 2342: 2330: 2328: 2327: 2322: 2302: 2300: 2299: 2294: 2280: 2278: 2277: 2272: 2258: 2256: 2255: 2250: 2238: 2236: 2235: 2230: 2218: 2216: 2215: 2210: 2197:topological ring 2194: 2192: 2191: 2186: 2175:-adic topology, 2174: 2172: 2171: 2166: 2154: 2152: 2151: 2146: 2131: 2129: 2128: 2123: 2109: 2107: 2106: 2101: 2088: 2086: 2085: 2080: 2068: 2066: 2065: 2060: 2048: 2046: 2045: 2040: 2026: 2024: 2023: 2018: 2004:-adic filtration 2003: 2001: 2000: 1995: 1982: 1980: 1979: 1974: 1962: 1960: 1959: 1954: 1942: 1940: 1939: 1934: 1929: 1928: 1912: 1910: 1909: 1904: 1892: 1890: 1889: 1884: 1872: 1870: 1869: 1864: 1852: 1850: 1849: 1844: 1831:commutative ring 1828: 1826: 1825: 1820: 1808: 1806: 1805: 1800: 1784: 1782: 1781: 1776: 1761: 1759: 1758: 1753: 1751: 1750: 1734: 1732: 1731: 1726: 1710: 1708: 1707: 1702: 1687: 1685: 1684: 1679: 1667: 1665: 1664: 1659: 1639: 1637: 1636: 1631: 1625: 1613: 1612: 1596: 1594: 1593: 1588: 1576: 1574: 1573: 1568: 1556: 1554: 1553: 1548: 1542: 1526: 1524: 1523: 1518: 1516: 1515: 1499: 1497: 1496: 1491: 1479: 1477: 1476: 1471: 1459: 1457: 1456: 1451: 1439: 1437: 1436: 1431: 1419: 1417: 1416: 1411: 1405: 1389: 1387: 1386: 1381: 1379: 1378: 1359: 1357: 1356: 1351: 1337: 1336: 1313: 1311: 1310: 1305: 1293: 1291: 1290: 1285: 1283: 1282: 1259: 1257: 1256: 1251: 1239: 1237: 1236: 1231: 1216: 1214: 1213: 1208: 1196: 1194: 1193: 1188: 1170: 1168: 1167: 1162: 1160: 1159: 1140: 1138: 1137: 1132: 1112: 1110: 1109: 1104: 1088: 1086: 1085: 1080: 1078: 1077: 1061: 1059: 1058: 1053: 1038: 1036: 1035: 1030: 1028: 1027: 1015: 1014: 992: 990: 989: 984: 972: 970: 969: 964: 951:normal subgroups 948: 946: 945: 940: 938: 937: 921: 919: 918: 913: 893: 891: 890: 885: 883: 857:Filtered algebra 789:abstract algebra 778:quotient objects 771: 769: 768: 763: 755: 754: 744: 722: 720: 719: 714: 706: 705: 695: 673: 671: 670: 665: 663: 662: 650: 649: 633: 631: 630: 625: 623: 622: 610: 609: 578: 576: 575: 570: 558: 556: 555: 550: 548: 547: 523: 521: 520: 515: 503: 501: 500: 495: 493: 492: 461: 459: 458: 453: 451: 450: 432: 431: 419: 418: 394: 392: 391: 386: 384: 383: 366:filtered algebra 359:non-anticipating 356: 354: 353: 348: 346: 345: 333:to a filtration 328: 326: 325: 320: 318: 317: 297: 295: 294: 289: 271: 269: 268: 263: 261: 260: 248: 247: 231: 229: 228: 223: 211: 209: 208: 203: 179: 177: 176: 171: 153: 151: 150: 145: 133: 131: 130: 125: 106: 104: 103: 98: 96: 95: 80: 79: 57: 55: 54: 49: 47: 46: 21: 5073: 5072: 5068: 5067: 5066: 5064: 5063: 5062: 5038: 5037: 5031: 5012: 5011: 4978: 4969: 4959: 4957: 4951: 4947: 4940: 4926: 4922: 4912: 4910: 4906: 4899: 4893: 4889: 4882: 4868: 4864: 4859: 4837: 4811: 4807: 4806: 4800: 4799: 4798: 4787: 4783: 4782: 4776: 4775: 4774: 4772: 4769: 4768: 4748: 4744: 4735: 4731: 4729: 4726: 4725: 4704: 4689: 4679: 4673: 4672: 4671: 4667: 4666: 4657: 4656: 4649: 4645: 4643: 4640: 4639: 4618: 4614: 4612: 4609: 4608: 4591: 4587: 4585: 4582: 4581: 4564: 4558: 4557: 4556: 4539: 4536: 4535: 4518: 4512: 4511: 4510: 4508: 4505: 4504: 4488: 4485: 4484: 4453: 4450: 4449: 4432: 4426: 4425: 4424: 4422: 4419: 4418: 4396: 4393: 4392: 4375: 4369: 4368: 4367: 4365: 4362: 4361: 4344: 4343: 4341: 4338: 4337: 4320: 4314: 4313: 4312: 4310: 4307: 4306: 4290: 4287: 4286: 4269: 4266: 4265: 4244: 4238: 4237: 4236: 4234: 4231: 4230: 4212: 4209: 4208: 4190: 4184: 4183: 4182: 4180: 4177: 4176: 4152: 4146: 4145: 4144: 4096: 4095: 4077: 4071: 4070: 4069: 4067: 4064: 4063: 4044: 4041: 4040: 4015: 4012: 4011: 3994: 3988: 3987: 3986: 3966: 3963: 3962: 3939: 3929: 3923: 3922: 3921: 3917: 3916: 3914: 3911: 3910: 3863: 3860: 3859: 3838: 3823: 3813: 3807: 3806: 3805: 3801: 3800: 3791: 3790: 3783: 3779: 3777: 3774: 3773: 3770: 3764: 3743: 3740: 3739: 3715: 3712: 3711: 3680: 3679: 3665: 3659: 3658: 3657: 3645: 3640: 3636: 3624: 3618: 3617: 3616: 3614: 3611: 3610: 3590: 3589: 3587: 3584: 3583: 3566: 3560: 3559: 3558: 3556: 3553: 3552: 3536: 3533: 3532: 3515: 3509: 3508: 3507: 3505: 3502: 3501: 3482: 3479: 3478: 3461: 3455: 3454: 3453: 3441: 3425: 3419: 3418: 3417: 3408: 3402: 3401: 3400: 3398: 3395: 3394: 3370: 3368: 3365: 3364: 3347: 3341: 3340: 3339: 3337: 3334: 3333: 3308: 3307: 3305: 3302: 3301: 3285: 3282: 3281: 3258: 3248: 3242: 3241: 3240: 3236: 3235: 3233: 3230: 3229: 3204: 3189: 3179: 3173: 3172: 3171: 3167: 3166: 3157: 3156: 3149: 3145: 3143: 3140: 3139: 3089: 3065: 3060: 3059: 3021: 3018: 3017: 3009:or continuous, 2990: 2987: 2986: 2969: 2966: 2965: 2939: 2935: 2934: 2928: 2927: 2926: 2915: 2911: 2910: 2904: 2903: 2902: 2891: 2887: 2878: 2874: 2872: 2869: 2868: 2845: 2842: 2841: 2824: 2823: 2814: 2808: 2807: 2806: 2804: 2801: 2800: 2777: 2773: 2767: 2761: 2760: 2759: 2754: 2751: 2750: 2734: 2731: 2730: 2710: 2709: 2698: 2695: 2694: 2672: 2669: 2668: 2648: 2642: 2595: 2592: 2591: 2527: 2524: 2523: 2516: 2491: 2488: 2487: 2467: 2464: 2463: 2447: 2444: 2443: 2427: 2424: 2423: 2406: 2402: 2400: 2397: 2396: 2380: 2377: 2376: 2356: 2353: 2352: 2336: 2333: 2332: 2316: 2313: 2312: 2309: 2288: 2285: 2284: 2266: 2263: 2262: 2244: 2241: 2240: 2224: 2221: 2220: 2204: 2201: 2200: 2180: 2177: 2176: 2160: 2157: 2156: 2140: 2137: 2136: 2117: 2114: 2113: 2095: 2092: 2091: 2074: 2071: 2070: 2054: 2051: 2050: 2034: 2031: 2030: 2012: 2009: 2008: 1989: 1986: 1985: 1968: 1965: 1964: 1948: 1945: 1944: 1924: 1920: 1918: 1915: 1914: 1913:, the sequence 1898: 1895: 1894: 1878: 1875: 1874: 1858: 1855: 1854: 1838: 1835: 1834: 1814: 1811: 1810: 1794: 1791: 1790: 1770: 1767: 1766: 1746: 1742: 1740: 1737: 1736: 1720: 1717: 1716: 1696: 1693: 1692: 1673: 1670: 1669: 1653: 1650: 1649: 1646: 1621: 1608: 1604: 1602: 1599: 1598: 1582: 1579: 1578: 1562: 1559: 1558: 1538: 1532: 1529: 1528: 1511: 1507: 1505: 1502: 1501: 1485: 1482: 1481: 1465: 1462: 1461: 1445: 1442: 1441: 1425: 1422: 1421: 1401: 1395: 1392: 1391: 1374: 1370: 1368: 1365: 1364: 1332: 1328: 1323: 1320: 1319: 1318:if and only if 1299: 1296: 1295: 1278: 1274: 1272: 1269: 1268: 1245: 1242: 1241: 1225: 1222: 1221: 1202: 1199: 1198: 1176: 1173: 1172: 1155: 1151: 1146: 1143: 1142: 1126: 1123: 1122: 1098: 1095: 1094: 1073: 1069: 1067: 1064: 1063: 1047: 1044: 1043: 1023: 1019: 1004: 1000: 998: 995: 994: 978: 975: 974: 958: 955: 954: 933: 929: 927: 924: 923: 907: 904: 903: 879: 877: 874: 873: 870: 868:Length function 864: 853: 848: 838: 833: 821:scale of spaces 750: 746: 734: 728: 725: 724: 701: 697: 685: 679: 676: 675: 658: 654: 645: 641: 639: 636: 635: 618: 614: 605: 601: 599: 596: 595: 564: 561: 560: 543: 539: 537: 534: 533: 509: 506: 505: 488: 484: 482: 479: 478: 464:natural numbers 440: 436: 427: 423: 414: 410: 408: 405: 404: 401:vector addition 379: 375: 373: 370: 369: 357:is also called 341: 340: 338: 335: 334: 313: 309: 307: 304: 303: 283: 280: 279: 256: 252: 243: 239: 237: 234: 233: 217: 214: 213: 191: 188: 187: 165: 162: 161: 156:totally ordered 139: 136: 135: 119: 116: 115: 85: 81: 75: 71: 66: 63: 62: 42: 41: 39: 36: 35: 23: 22: 15: 12: 11: 5: 5071: 5061: 5060: 5055: 5053:Measure theory 5050: 5036: 5035: 5029: 5010: 5009: 4988:(1): 345–349. 4967: 4945: 4938: 4920: 4887: 4880: 4861: 4860: 4858: 4855: 4854: 4853: 4848: 4843: 4836: 4833: 4821: 4814: 4810: 4803: 4797: 4790: 4786: 4779: 4751: 4747: 4743: 4738: 4734: 4712: 4707: 4703: 4698: 4695: 4692: 4687: 4682: 4676: 4670: 4665: 4660: 4655: 4652: 4648: 4636:stopping times 4621: 4617: 4594: 4590: 4567: 4561: 4555: 4552: 4549: 4546: 4543: 4521: 4515: 4492: 4469: 4466: 4463: 4460: 4457: 4435: 4429: 4406: 4403: 4400: 4378: 4372: 4347: 4323: 4317: 4294: 4273: 4247: 4241: 4216: 4193: 4187: 4173: 4172: 4160: 4155: 4149: 4143: 4140: 4137: 4134: 4131: 4128: 4125: 4122: 4119: 4116: 4113: 4110: 4107: 4104: 4099: 4094: 4091: 4088: 4085: 4080: 4074: 4048: 4025: 4022: 4019: 3997: 3991: 3985: 3982: 3979: 3976: 3973: 3970: 3948: 3945: 3942: 3937: 3932: 3926: 3920: 3891: 3888: 3885: 3882: 3879: 3876: 3873: 3870: 3867: 3846: 3841: 3837: 3832: 3829: 3826: 3821: 3816: 3810: 3804: 3799: 3794: 3789: 3786: 3782: 3766:Main article: 3763: 3760: 3747: 3719: 3700: 3699: 3688: 3683: 3678: 3674: 3668: 3662: 3654: 3651: 3648: 3644: 3639: 3635: 3632: 3627: 3621: 3593: 3569: 3563: 3540: 3518: 3512: 3486: 3477:for all times 3464: 3458: 3450: 3447: 3444: 3440: 3436: 3431: 3428: 3422: 3416: 3411: 3405: 3373: 3350: 3344: 3311: 3289: 3267: 3264: 3261: 3256: 3251: 3245: 3239: 3212: 3207: 3203: 3198: 3195: 3192: 3187: 3182: 3176: 3170: 3165: 3160: 3155: 3152: 3148: 3128: 3127: 3116: 3113: 3110: 3107: 3104: 3101: 3098: 3092: or  3088: 3085: 3082: 3079: 3076: 3073: 3068: 3063: 3058: 3055: 3052: 3049: 3046: 3043: 3040: 3037: 3034: 3031: 3028: 3025: 2994: 2973: 2961: 2960: 2949: 2942: 2938: 2931: 2925: 2918: 2914: 2907: 2900: 2894: 2890: 2886: 2881: 2877: 2849: 2827: 2822: 2817: 2811: 2786: 2783: 2780: 2776: 2770: 2764: 2758: 2738: 2718: 2713: 2708: 2705: 2702: 2676: 2652:measure theory 2644:Main article: 2641: 2640:Measure theory 2638: 2617: 2614: 2611: 2608: 2605: 2602: 2599: 2579: 2576: 2573: 2570: 2567: 2564: 2561: 2558: 2555: 2552: 2549: 2546: 2543: 2540: 2537: 2534: 2531: 2515: 2512: 2495: 2471: 2462:-vector space 2451: 2431: 2409: 2405: 2384: 2360: 2340: 2320: 2308: 2305: 2292: 2270: 2248: 2228: 2208: 2184: 2164: 2144: 2121: 2110:-adic topology 2099: 2078: 2058: 2038: 2027:-adic topology 2016: 1993: 1972: 1952: 1932: 1927: 1923: 1902: 1882: 1862: 1842: 1818: 1798: 1774: 1749: 1745: 1724: 1700: 1677: 1657: 1645: 1642: 1628: 1624: 1620: 1616: 1611: 1607: 1586: 1566: 1545: 1541: 1537: 1514: 1510: 1489: 1469: 1449: 1429: 1408: 1404: 1400: 1377: 1373: 1349: 1346: 1343: 1340: 1335: 1331: 1327: 1303: 1281: 1277: 1249: 1229: 1206: 1186: 1183: 1180: 1158: 1154: 1150: 1130: 1102: 1076: 1072: 1051: 1042:Given a group 1026: 1022: 1018: 1013: 1010: 1007: 1003: 982: 962: 936: 932: 911: 882: 863: 860: 852: 849: 847: 844: 841:Farey Sequence 837: 834: 832: 829: 801:measure theory 761: 758: 753: 749: 743: 740: 737: 733: 712: 709: 704: 700: 694: 691: 688: 684: 661: 657: 653: 648: 644: 621: 617: 613: 608: 604: 568: 546: 542: 513: 491: 487: 468:graded algebra 449: 446: 443: 439: 435: 430: 426: 422: 417: 413: 382: 378: 344: 316: 312: 287: 276: 275: 274: 273: 259: 255: 251: 246: 242: 221: 201: 198: 195: 169: 143: 123: 94: 91: 88: 84: 78: 74: 70: 60:indexed family 45: 9: 6: 4: 3: 2: 5070: 5059: 5056: 5054: 5051: 5049: 5046: 5045: 5043: 5032: 5026: 5022: 5018: 5014: 5013: 5005: 5001: 4996: 4991: 4987: 4983: 4976: 4974: 4972: 4956: 4949: 4941: 4939:9780720407013 4935: 4931: 4924: 4905: 4898: 4891: 4883: 4877: 4873: 4866: 4862: 4852: 4849: 4847: 4844: 4842: 4839: 4838: 4832: 4819: 4812: 4808: 4795: 4788: 4784: 4766: 4765:almost surely 4749: 4745: 4741: 4736: 4732: 4710: 4701: 4696: 4693: 4690: 4685: 4680: 4668: 4663: 4653: 4646: 4637: 4619: 4615: 4592: 4588: 4565: 4553: 4547: 4541: 4519: 4490: 4481: 4464: 4461: 4458: 4433: 4404: 4401: 4398: 4376: 4321: 4292: 4271: 4263: 4245: 4228: 4214: 4191: 4153: 4141: 4135: 4132: 4129: 4123: 4120: 4117: 4114: 4111: 4108: 4092: 4089: 4083: 4078: 4062: 4061: 4060: 4046: 4039: 4038:stopping time 4023: 4020: 4017: 3995: 3983: 3977: 3974: 3971: 3946: 3943: 3940: 3935: 3930: 3918: 3909: 3905: 3904:stopping time 3883: 3880: 3868: 3865: 3844: 3835: 3830: 3827: 3824: 3819: 3814: 3802: 3797: 3787: 3780: 3769: 3759: 3745: 3737: 3733: 3717: 3709: 3705: 3686: 3676: 3672: 3666: 3652: 3649: 3646: 3642: 3637: 3633: 3630: 3609: 3608: 3607: 3567: 3538: 3498: 3484: 3462: 3448: 3445: 3442: 3438: 3434: 3429: 3426: 3414: 3409: 3392: 3388: 3363:contains all 3348: 3331: 3327: 3287: 3265: 3262: 3259: 3254: 3249: 3237: 3227: 3210: 3201: 3196: 3193: 3190: 3185: 3180: 3168: 3163: 3153: 3146: 3137: 3133: 3130:Similarly, a 3114: 3105: 3102: 3099: 3083: 3080: 3077: 3071: 3066: 3056: 3050: 3047: 3044: 3041: 3038: 3035: 3032: 3026: 3023: 3016: 3015: 3014: 3012: 3008: 2992: 2984: 2971: 2947: 2940: 2936: 2923: 2916: 2912: 2892: 2888: 2884: 2879: 2875: 2867: 2866: 2865: 2863: 2847: 2820: 2815: 2784: 2781: 2778: 2768: 2736: 2706: 2692: 2688: 2674: 2665: 2661: 2657: 2653: 2647: 2637: 2635: 2631: 2612: 2609: 2606: 2603: 2600: 2574: 2571: 2568: 2565: 2562: 2556: 2550: 2547: 2544: 2538: 2532: 2521: 2511: 2509: 2493: 2485: 2469: 2449: 2429: 2407: 2403: 2382: 2374: 2358: 2338: 2318: 2311:Given a ring 2304: 2290: 2282: 2268: 2246: 2226: 2206: 2198: 2182: 2162: 2155:is given the 2142: 2133: 2119: 2111: 2097: 2076: 2056: 2036: 2028: 2014: 2005: 1991: 1970: 1950: 1930: 1925: 1921: 1900: 1880: 1860: 1840: 1832: 1816: 1796: 1788: 1787:adic topology 1772: 1763: 1747: 1743: 1722: 1714: 1698: 1691: 1675: 1655: 1648:Given a ring 1641: 1626: 1622: 1618: 1614: 1609: 1605: 1584: 1564: 1543: 1539: 1535: 1512: 1508: 1500:is given the 1487: 1467: 1447: 1427: 1406: 1402: 1398: 1375: 1371: 1361: 1344: 1338: 1333: 1329: 1325: 1317: 1301: 1279: 1275: 1265: 1263: 1247: 1227: 1218: 1204: 1184: 1181: 1178: 1156: 1152: 1148: 1128: 1120: 1116: 1113:, said to be 1100: 1092: 1074: 1070: 1049: 1040: 1024: 1020: 1016: 1011: 1008: 1005: 1001: 980: 960: 952: 934: 930: 909: 901: 897: 869: 859: 858: 843: 842: 828: 826: 825:nested spaces 822: 818: 814: 810: 806: 802: 798: 794: 790: 785: 783: 779: 775: 759: 756: 751: 747: 741: 738: 735: 731: 710: 707: 702: 698: 692: 689: 686: 682: 659: 655: 651: 646: 642: 619: 615: 611: 606: 602: 593: 588: 586: 582: 566: 544: 540: 531: 527: 511: 504:be the whole 489: 485: 476: 471: 469: 465: 447: 444: 441: 437: 433: 428: 424: 420: 415: 411: 402: 398: 380: 376: 367: 362: 360: 332: 314: 310: 301: 285: 278:If the index 257: 253: 249: 244: 240: 219: 199: 196: 193: 185: 184: 183: 182: 181: 167: 160: 157: 141: 121: 114: 110: 92: 89: 86: 76: 72: 61: 34: 30: 19: 18:Filtered ring 5020: 4985: 4981: 4958:. Retrieved 4948: 4932:. Elsevier. 4929: 4923: 4911:. Retrieved 4904:the original 4890: 4871: 4865: 4482: 4448:that lie in 4261: 4206:is indeed a 4174: 4037: 3771: 3703: 3701: 3499: 3325: 3135: 3131: 3129: 2964: 2962: 2649: 2517: 2372: 2310: 2261:topological 2134: 2090: 2007: 1984: 1853:an ideal of 1764: 1712: 1647: 1577:there is an 1362: 1266: 1219: 1114: 1041: 899: 871: 854: 839: 786: 780:rather than 591: 589: 584: 530:direct limit 526:homomorphism 472: 363: 358: 277: 32: 26: 3732:information 3708:probability 2862:real number 2840:where each 2520:permutation 1873:. Given an 1294:on a group 902:of a group 723:instead of 634:in lieu of 581:isomorphism 397:subalgebras 111:of a given 29:mathematics 5042:Categories 4857:References 4229:. The set 3908:filtration 2749:-algebras 2195:becomes a 1597:such that 1115:associated 900:filtration 866:See also: 809:σ-algebras 799:), and in 782:subobjects 109:subobjects 33:filtration 4995:1112.1603 4809:τ 4796:⊆ 4785:τ 4746:τ 4742:≤ 4733:τ 4694:≥ 4651:Ω 4616:τ 4589:τ 4566:τ 4554:≠ 4548:τ 4542:σ 4520:τ 4491:τ 4459:τ 4402:≥ 4377:τ 4322:τ 4293:τ 4272:τ 4246:τ 4215:σ 4192:τ 4142:∈ 4133:≤ 4130:τ 4124:∩ 4118:: 4112:≥ 4106:∀ 4093:∈ 4079:τ 4047:σ 4021:≥ 3984:∈ 3975:≤ 3972:τ 3944:≥ 3887:∞ 3875:→ 3872:Ω 3866:τ 3828:≥ 3785:Ω 3677:⊆ 3650:≥ 3643:⋃ 3634:σ 3626:∞ 3539:σ 3517:∞ 3439:⋂ 3387:null sets 3328:if it is 3300:-algebra 3288:σ 3263:≥ 3194:≥ 3151:Ω 3109:∞ 3045:… 3027:∈ 3005:might be 2924:⊆ 2899:⟹ 2885:≤ 2821:⊆ 2782:≥ 2737:σ 2704:Ω 2687:-algebras 2675:σ 2557:⊆ 2539:⊆ 1615:⊆ 1326:⋂ 1316:Hausdorff 1182:∈ 1017:⊆ 739:∈ 732:⋃ 690:∈ 683:⋂ 652:⊆ 612:⊇ 528:from the 434:⊆ 421:⋅ 250:⊆ 197:≤ 159:index set 90:∈ 5019:(2003). 4960:June 25, 4913:June 25, 4835:See also 4227:-algebra 4010:for all 3330:complete 3007:discrete 2664:sequence 2351:-module 2219:-module 2199:. If an 1893:-module 1627:′ 1544:′ 1407:′ 1171:, where 1091:topology 993:we have 851:Algebras 831:Examples 4767:, then 4036:. The 3531:as the 3332:(i.e., 3280:of its 3224:, is a 3011:bounded 2331:and an 2281:-module 2006:). The 1668:and an 1260:into a 846:Algebra 532:of the 477:of the 331:adapted 232:, then 5027:  4936:  4878:  4724:, and 4262:random 3393:(i.e. 3389:) and 1833:, and 1690:module 1240:makes 1119:cosets 894:, the 862:Groups 579:is an 58:is an 4990:arXiv 4907:(PDF) 4900:(PDF) 4580:. If 4264:time 3961:, if 3902:is a 2799:with 2689:on a 2508:Flags 2371:, an 2135:When 1983:(the 1829:be a 855:See: 811:. In 475:union 5025:ISBN 4962:2012 4934:ISBN 4915:2012 4876:ISBN 4634:are 4607:and 3772:Let 3446:> 2864:and 2634:flag 2514:Sets 1789:(or 1711:, a 1390:and 1197:and 836:Sets 815:and 803:and 774:dual 31:, a 5000:doi 4638:on 4503:is 4305:is 3497:). 2666:of 2650:In 2486:of 2375:of 2112:on 2029:on 1715:of 1460:to 1314:is 1093:on 953:of 949:of 896:set 823:or 784:). 585:not 559:to 395:be 212:in 186:if 107:of 27:In 5044:: 4998:. 4986:83 4984:. 4970:^ 4874:. 4480:. 4084::= 3702:A 3606:: 3435::= 3138:) 2506:. 2303:. 2132:. 1360:. 1264:. 827:. 791:, 470:. 5033:. 5006:. 5002:: 4992:: 4964:. 4942:. 4917:. 4884:. 4820:. 4813:2 4802:F 4789:1 4778:F 4750:2 4737:1 4711:) 4706:P 4702:, 4697:0 4691:t 4686:} 4681:t 4675:F 4669:{ 4664:, 4659:F 4654:, 4647:( 4620:2 4593:1 4560:F 4551:) 4545:( 4514:F 4468:} 4465:t 4462:= 4456:{ 4434:t 4428:F 4405:0 4399:t 4371:F 4346:F 4316:F 4240:F 4186:F 4171:. 4159:} 4154:t 4148:F 4139:} 4136:t 4127:{ 4121:A 4115:0 4109:t 4103:| 4098:F 4090:A 4087:{ 4073:F 4024:0 4018:t 3996:t 3990:F 3981:} 3978:t 3969:{ 3947:0 3941:t 3936:} 3931:t 3925:F 3919:{ 3890:] 3884:, 3881:0 3878:[ 3869:: 3845:) 3840:P 3836:, 3831:0 3825:t 3820:} 3815:t 3809:F 3803:{ 3798:, 3793:F 3788:, 3781:( 3746:t 3718:t 3704:σ 3687:. 3682:F 3673:) 3667:t 3661:F 3653:0 3647:t 3638:( 3631:= 3620:F 3592:F 3568:t 3562:F 3511:F 3485:t 3463:s 3457:F 3449:t 3443:s 3430:+ 3427:t 3421:F 3415:= 3410:t 3404:F 3385:- 3372:P 3349:0 3343:F 3310:F 3266:0 3260:t 3255:} 3250:t 3244:F 3238:{ 3211:) 3206:P 3202:, 3197:0 3191:t 3186:} 3181:t 3175:F 3169:{ 3164:, 3159:F 3154:, 3147:( 3115:. 3112:) 3106:+ 3103:, 3100:0 3097:[ 3087:] 3084:T 3081:, 3078:0 3075:[ 3072:, 3067:0 3062:N 3057:, 3054:} 3051:N 3048:, 3042:, 3039:1 3036:, 3033:0 3030:{ 3024:t 2993:t 2972:t 2948:. 2941:2 2937:t 2930:F 2917:1 2913:t 2906:F 2893:2 2889:t 2880:1 2876:t 2848:t 2826:F 2816:t 2810:F 2785:0 2779:t 2775:} 2769:t 2763:F 2757:{ 2717:) 2712:F 2707:, 2701:( 2616:) 2613:2 2610:, 2607:1 2604:, 2601:0 2598:( 2578:} 2575:2 2572:, 2569:1 2566:, 2563:0 2560:{ 2554:} 2551:1 2548:, 2545:0 2542:{ 2536:} 2533:0 2530:{ 2494:M 2470:M 2450:R 2430:R 2408:n 2404:M 2383:M 2359:M 2339:R 2319:R 2291:R 2269:R 2247:I 2227:M 2207:R 2183:R 2163:I 2143:R 2120:R 2098:I 2077:R 2057:M 2037:M 2015:I 1992:I 1971:M 1951:M 1931:M 1926:n 1922:I 1901:M 1881:R 1861:R 1841:I 1817:R 1797:J 1785:- 1773:I 1748:n 1744:M 1723:M 1699:M 1688:- 1676:R 1656:R 1623:n 1619:G 1610:m 1606:G 1585:m 1565:n 1540:n 1536:G 1513:n 1509:G 1488:G 1468:G 1448:G 1428:G 1403:n 1399:G 1376:n 1372:G 1348:} 1345:1 1342:{ 1339:= 1334:n 1330:G 1302:G 1280:n 1276:G 1248:G 1228:G 1205:n 1185:G 1179:a 1157:n 1153:G 1149:a 1129:G 1101:G 1075:n 1071:G 1050:G 1025:n 1021:G 1012:1 1009:+ 1006:n 1002:G 981:n 961:G 935:n 931:G 910:G 881:N 760:S 757:= 752:i 748:S 742:I 736:i 711:0 708:= 703:i 699:S 693:I 687:i 660:j 656:S 647:i 643:S 620:j 616:S 607:i 603:S 567:S 545:i 541:S 512:S 490:i 486:S 448:j 445:+ 442:i 438:S 429:j 425:S 416:i 412:S 381:i 377:S 343:F 315:i 311:S 286:i 272:. 258:j 254:S 245:i 241:S 220:I 200:j 194:i 168:I 142:i 122:S 93:I 87:i 83:) 77:i 73:S 69:( 44:F 20:)

Index

Filtered ring
mathematics
indexed family
subobjects
algebraic structure
totally ordered
index set
stochastic process
adapted
filtered algebra
subalgebras
vector addition
natural numbers
graded algebra
union
homomorphism
direct limit
isomorphism
dual
quotient objects
subobjects
abstract algebra
homological algebra
spectral sequences
measure theory
probability theory
σ-algebras
functional analysis
numerical analysis
scale of spaces

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