Let (tau) be a stopping for a (mathrm{BM}^{1}left(B_{t} ight)_{t geqslant 0}) and define the stochastic interval that

Let \(\tau\) be a stopping for a \(\mathrm{BM}^{1}\left(B_{t}\right)_{t \geqslant 0}\) and define the stochastic intervalthat

Approximate \(\tau\) by stopping times with finitely many values as in Lemma A.16.

Data From Lemma A.16

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