👉 A filtration is a mathematical concept in mathematics that describes how a collection of subsets of a set are related to each other. It allows us to define, understand and manipulate these subcollections based on certain criteria. In simpler terms, the definition can be summarized as: 1. A filtration of a set S is a collection of sets F such that for any two elements x and y in S, there exists an element z in F such that x ∈ F ∪ (z ⊂ y) or