# Let (left(mathscr{F}_{t} ight)_{t geqslant 0}) be an admissible filtration for the Brownian motion (left(B_{t} ight)_{t geqslant 0}).

## Question:

Let \(\left(\mathscr{F}_{t}\right)_{t \geqslant 0}\) be an admissible filtration for the Brownian motion \(\left(B_{t}\right)_{t \geqslant 0}\). Mimic the proof of Lemma 2.14 and show that for each \(t>0\).

Data From Lemma 2.14

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**Related Book For**

## Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

**ISBN:** 9783110741254

3rd Edition

**Authors:** René L. Schilling, Björn Böttcher