Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations (Q5930983): Difference between revisions

Weak convergence problems of \(\sigma\)-algebras and of filtrations are discussed. The authors show that some well-known properties related to convergence of \(\sigma\)-algebras are not extendable to convergence of filtrations. They study in more detail the case of one-jump point processes and the corresponding generated filtrations.