Question: Let ( F t ) t 0 ( F t ) t 0 and ( G t ) t 0 ( G

Let (Ft)t0 and (Gt)t0 be any two filtrations and define F=σ(t0Ft) and G=σ(t0Gt). Show that Ft Gt (Vt > 0) if, and only if, Foo Goo

Ft Gt (Vt > 0) if, and only if, Foo Goo

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