Show that (tau) is a stopping time if, and only if, ({tau=n} in mathscr{A}_{n}) for all (n

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Show that $\tau$ is a stopping time if, and only if, $\{\tau=n\} \in \mathscr{A}_{n}$ for all $n \in \mathbb{N}_{0}$.

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Measures Integrals And Martingales

ISBN: 9781316620243

2nd Edition

Authors: René L. Schilling

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Question Posted: Jan 25, 2024 01:05 AM

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Show that (tau) is a stopping time if, and only if, ({tau=n} in mathscr{A}_{n}) for all (n

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Measures Integrals And Martingales

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