A definition and some characteristic properties of pseudo-stopping times (Q2571696): Difference between revisions
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| English | A definition and some characteristic properties of pseudo-stopping times |
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A definition and some characteristic properties of pseudo-stopping times (English)
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14 November 2005
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The main aim of this paper is to present the characterization of the so-called pseudo-stopping times, and to construct further examples, using techniques of progressive enlargements of filtrations.
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random times
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progressive enlargement of filtrations
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optimal stopping theorem
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martingales
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general theory of processes
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