Let (tau) be a stopping time. Check that (mathscr{F}_{tau}) and (mathscr{F}_{tau+}) are (sigma)-algebras.

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Let $\tau$ be a stopping time. Check that $\mathscr{F}_{\tau}$ and $\mathscr{F}_{\tau+}$ are $\sigma$-algebras.

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

ISBN: 9783110741254

3rd Edition

Authors: René L. Schilling, Björn Böttcher

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Question Posted: Mar 17, 2024 01:00 AM

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Let (tau) be a stopping time. Check that (mathscr{F}_{tau}) and (mathscr{F}_{tau+}) are (sigma)-algebras.

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

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