# What does an unaugmented sigma field mean?

What does an unaugmented sigma field mean in Wikipedia's Girsanov's theorem?

Then for each $t$ the measure $Q$ restricted to the unaugmented sigma fields $\mathcal{F}^W_t$ is equivalent to $P$ restricted to $\mathcal{F}^W_t$.

Thanks and regards!

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## 1 Answer

Likely this means you are not completing the $\sigma$--fields by tossing in the subset of sets of probability zero.

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Thanks! Is there a reference saying so? – Tim Feb 27 '13 at 2:37