filtrationskällan
Filtrationskällan is a Swedish term that designates the underlying source or mechanism that generates a filtration in probability theory, i.e., the evolving body of information available over time. In formal terms, a filtration is an increasing family of sigma-algebras F_t on a probability space (Ω, F, P), indexed by t in a time set. The filtrationskällan is the process or data stream that determines these sigma-algebras; for a stochastic process X_t, the natural filtration is F_t = σ(X_s : s ≤ t). This captures all events that can be determined by observations up to time t.
Examples include a Brownian motion, which generates the standard natural filtration, or a Poisson process with
Uses: Filtrationskällan plays a central role in modeling information flow in stochastic modeling, finance, and control.
Notes: The term filtrationskällan is not a universally standard technical label; it is typically described in