Filtration (mathematics)
（重定向自Cofiltration）
In mathematics, a filtration 
is an indexed set Si of subobjects of a given algebraic structure S, with the index i running over some index set I that is a totally ordered set, subject to the condition that
If the index i is the time parameter of some stochastic process, then the filtration can be interpreted as representing all historical but not future information available about the stochastic process, with the algebraic object Si gaining in complexity with time. Hence, a process that is adapted to a filtration , is also called non-anticipating, i.e. one that cannot see into the future.