Minimal elements of stopping time $σ$-algebras

Details Minimal elements of stopping time $σ$-algebras Minimal elements of stopping time $σ$-algebras

2011-12-12

arxiv.org/abs/1112.2537v2

Mathematics

Probability

Scientific paper

The minimal elements of a stopping time $\sigma$-algebra are expressed in
terms of the minimal elements of the $\sigma$-algebra of the underlying
filtration. This facilitates an intuitive interpretation of stopping time
$\sigma$-algebras. An example is provided.

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