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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