Nguyen Minh Duc

Abstract

       The two-sided predictable stochastic processes are introduced to show that they can approximate every bounded measurable stochastic process (X_t(ω), 0< t < 1) P-almost surely uniformly in t. Consequently, it is proved that the two-sided predictable algebra also generates the product σ-field \Cal B((0,1) Ä \Cal F.