Minimal elements of stopping time $\sigma$-algebras
Probability
2015-01-30 v3
Abstract
We show how minimal elements of a stopping time -algebra can be expressed in terms of the minimal elements of the -algebra of the underlying filtration. This facilitates an intuitive interpretation of stopping time -algebras. An example is provided.
Cite
@article{arxiv.1112.2537,
title = {Minimal elements of stopping time $\sigma$-algebras},
author = {Tom Fischer},
journal= {arXiv preprint arXiv:1112.2537},
year = {2015}
}