Before revision:  If the flow of market information is determined by the movements of the pricesof assets , then neither the Brownian driver nor the market price of risk are directly visible: the filtration is generated by an "information process" given by a combination of the two that takes the form of a Brownian motion with random drift .
After revision:  If the flow of market information is determined by the movements of the pricesof assets , then neither the Brownian driver nor the market price of risk are directly visible: the filtration is generated by an "information process" given by a combination of the two .