Extends Gushchin's single-jump filtration framework to non-trivial initial sigma-algebra H and derives measurability, stopping-time, and martingale criteria via optional projections.
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Properties of a Special Type of Filtration and its Martingale Criteria
Extends Gushchin's single-jump filtration framework to non-trivial initial sigma-algebra H and derives measurability, stopping-time, and martingale criteria via optional projections.