WebΩ, but we will later need to distinguish between various σ-fields. Here is an exam-ple. Suppose one tosses a coin two times and lets Ω denote all possible outcomes. So Ω = {HH,HT,TH,TT}. A typical σ-field F would be the collection of all subsets of Ω. In this case it is trivial to show that F is a σ-field, since every subset is in F ... http://www.lhscc.org/files/421/Course%20Study%20Guide.pdf
MATH0031 Financial Mathematics - University College …
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