停时 $\sigma$-代数的最小元
概率论
2015-01-30 v3
作者:
Tom Fischer
摘要
我们展示了停时 σ-代数的最小元如何用底层过滤的 σ-代数的最小元来表达。这促进了对停时 σ-代数的直观解释。文中给出了一个示例。
引用
@article{arxiv.1112.2537,
title = {Minimal elements of stopping time $\sigma$-algebras},
author = {Tom Fischer},
journal= {arXiv preprint arXiv:1112.2537},
year = {2015}
}
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