Stopped hyperfinite filtrations (Q2277655): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3957682 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3969647 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An infinitesimal approach to stochastic analysis / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Previsible sets for hyperfinite filtrations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Foundations of infinitesimal stochastic analysis / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0167-7152(91)90047-u / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2053521406 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 12:13, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stopped hyperfinite filtrations |
scientific article |
Statements
Stopped hyperfinite filtrations (English)
0 references
1991
0 references
\textit{K. D. Stroyan} [Probab. Theory Relat. Fields 73, 183-195 (1986; Zbl 0609.03023)] has shown that preversible sets for Keisler's hyperfinite filtration \({\mathcal F}\) [\textit{H. J. Keisler}, Mem. Am. Math. Soc. 297 (1984; Zbl 0529.60062)] are given by a left filtration \({\mathcal D}\). In particular it was shown there that \({\mathcal F}_{r-}={\mathcal D}_ r\) for each r in [0,1]. In this work we extend the above result to show that if T is a previsible stopping time with respect to \({\mathcal F}\), then \({\mathcal F}_{T-}={\mathcal D}_ T\). A consequence of the above result is that the \({\mathcal F}\)-previsible projection of a process is indistinguishable from its \({\mathcal D}\)-optional projection.
0 references
hyperfinite filtration
0 references
previsible stopping time
0 references