F process

F process

[′ef ‚präs·əs]
(mathematics)
A stochastic process {Xt , t > 0} whose value at time t is determined by the information up to time t ; more precisely, the events {Xt a } belong to Ft for every t and a, where F = {Ft , t ≥ 0} is an increasing family of sigma algebras that represents the amount of information increasing with time.