ON THE TWO-SIDED PREDICTABLE APPROXIMATION FOR STOCHASTIC PROCESSES
NGUYEN MINH DUC
The two-sided predictable stochastic processes are introduced to show that they can approximate every bounded measurable stochastic process $(X_t(\omega), 0 < t\leq 1)\ P$-almost surely uniformly in $t$. Consequently, it is proved that the two-sided predictable algebra also generates the product $\sigma$-field $\mathcal B((0; 1])\otimes \mathcal F$.