Title resolution pending

For𝑡∈N,𝑌 𝑡 admits a jointly measurable family of conditional densities (𝜔, 𝜃, 𝑦) ↦→𝑝 𝑡 , 𝜃(𝑦| F 𝑡−1 ) (𝜔),(𝜔, 𝜃, 𝑦) ∈Ω×Θ×R such that for every𝜃∈Θand all measurable𝐴⊂R P𝜃 𝑌𝑡 ∈𝐴| F 𝑡