Verify that the random times (sigma_{k}) and (tau_{k}) defined in the proof of Lemma 24.1 are stopping

Question:

Verify that the random times \(\sigma_{k}\) and \(\tau_{k}\) defined in the proof of Lemma 24.1 are stopping times.

Data from lemma 24.1

Lemma 24.1 (Doob's upcrossing estimate) Let (un)neN be a submartingale and denote by U([a, b]; N; x) the

- Lad adp + S (U - Uo) d + 23.7 + CUTN S (UTN-1-ON)du + UTN du J (UTN-a)du. The upcrossing lemma is the basis

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: