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math.PR2011★ 10 cited
Minimal elements of stopping time -algebras
Tom Fischer
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 i…
math.PR2011★ 10 cited
Stopping times are hitting times: a natural representation
Tom Fischer
There exists a simple, didactically useful one-to-one relationship between stopping times and adapted càglàd (LCRL) processes that are non-increasing and take the values 0 and 1 on…