Stopping Times in the Filtration of a Brownian Motion Stopped at its Last Passage Time

Mohammed Louriki

We investigate the structural properties of the last passage time ${\sigma }_z^{\lambda }$ at level $z>0$ of a Brownian motion with positive drift $\lambda >0$, denoted $B^{\lambda }=(B_t+\lambda t{)}_{t\ge 0}$, i…