Stopped hyperfinite filtrations (Q2277655): Difference between revisions
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Latest revision as of 12:13, 30 July 2024
scientific article
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English | Stopped hyperfinite filtrations |
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Stopped hyperfinite filtrations (English)
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1991
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\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.
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hyperfinite filtration
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previsible stopping time
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