Measuring the "non-stopping timeness" of ends of previsible sets

Details Measuring the "non-stopping timeness" of ends of previsible sets Measuring the "non-stopping timeness" of ends of previsible sets

2008-10-06

arxiv.org/abs/0810.1059v1

Mathematics

Probability

7 pages, 3 figures

Scientific paper

In this paper, we propose several "measurements" of the "non-stopping
timeness" of ends g of previsible sets, such that g avoids stopping times, in
an ambiant filtration. We then study several explicit examples, involving last
passage times of some remarkable martingales.

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