Let (tau) be a stopping time. Show that (mathbb{1}_{[0, tau)}) is (mathscr{P}) measurable.

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Let $\tau$ be a stopping time. Show that $\mathbb{1}_{[0, \tau)}$ is $\mathscr{P}$ measurable.

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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. Show that (mathbb{1}_{[0, tau)}) is (mathscr{P}) measurable.

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

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