  In the definition of the stochastic integral, apart from the integrand and
the integrator, there is an underlying filtration that plays a role. Thus, it
is natural to ask: {\it Does the stochastic integral depend upon the
filtration?} In other words, if we have two filtrations, $({\mathcal
F}_\centerdot)$ and $({\mathcal G}_\centerdot)$, a process $X$ that is
semimartingale under both the filtrations and a process $f$ that is predictable
for both the filtrations, then are the two stochastic integrals - $Y=\int
f\,dX$, with filtration $({\mathcal F}_\centerdot)$ and $Z=\int f\,dX$, with
filtration $({\mathcal G}_\centerdot)$ the same?
  When $f$ is left continuous with right limits, then the answer is yes. When
one filtration is an enlargement of the other, the two integrals are equal if
$f$ is bounded but this may not be the case when $f$ is unbounded.
  We discuss this and give sufficient conditions under which the two integrals
are equal.
