2011/12/31 by Tom Fischer · 1 citation
Mathematics · Physics and Astronomy · #Quantum Mechanics and Applications #math.PR #msc:60G40 #msc:97K50 #msc:97K60
paper · pdf · doi:10.1016/j.spl.2012.09.024
published as Statistics and Probability Letters 83 (1), 345-349
arxiv created 2012/06/19 · openalex publication_date 2012/10/03 · crossref created 2012/10/03 · crossref issued 2013/01/01 · crossref published 2013/01/01 · crossref published-print 2013/01/01 · arxiv updated 2015/01/30 · openalex created_date 2016/06/24 · crossref deposited 2018/11/20 · crossref indexed 2026/05/06 · openalex updated_date 2026/07/28
We show how minimal elements of a stopping time σ-algebra can be expressed in terms of the minimal elements of the σ-algebra of the underlying filtration. This facilitates an intuitive interpretation of stopping time σ-algebras. An example is provided.