[edtost]

trying to understand a section from a book....here's the passage i'm having trouble with:

"To be reasonably precise about asset dynamics, we fix a probability space ([Sigma],F,P) on which there is a standard Brownian motion W. The information set (or [sigma]-algebra) generated by this Brownian motion up to time t is denoted Ft."

what would [Sigma] and F denote, and what is a [sigma]-algebra? I'm somewhat familiar with the model they are trying to describe, it seems like Ft is the history of the Brownian motion and F is the set of all possible histories, and P is obviously some sort of probability measure. But I have no idea what [Sigma] could be, or what a [sigma]-algebra is (though a search brought up things relating to measure theory, with which I am unfamiliar).

thanks,
ed