Minimal elements of stopping time σ-algebras
classification
🧮 math.PR
keywords
sigmaelementsminimalstoppingtimealgebraalgebrasexample
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We show how minimal elements of a stopping time $\sigma$-algebra can be expressed in terms of the minimal elements of the $\sigma$-algebra of the underlying filtration. This facilitates an intuitive interpretation of stopping time $\sigma$-algebras. An example is provided.
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