On right continuity of a family of two-parameter \(\sigma \)-fields (Q1382502)

Let \((\Omega , \mathcal F,P)\) be a complete probability space and \((\mathcal F_{z}, z\in \mathbb R^{2}_{+})\) an increasing and complete family of sub-\(\sigma \)-fields of \(\mathcal F\) (that is, \(\mathcal F_{z} \subseteq \mathcal F_{q}\) whenever \(z\leq q\) and \(\mathcal F_{(0,0)}\) contains all null sets in \(\mathcal F\)). The properties of the family \((\mathcal F_{z})\) are known to be closely related to the properties of the two filtrations \[ \mathcal F^{1}_{z} = \mathcal F^{1}_{s} = \bigvee _{t\in \mathbb R_{+}}\mathcal F_{(s,t)}, \quad \mathcal F^{2}_{z} = \mathcal F^{2}_{t} = \bigvee _{s\in \mathbb R_{+}}\mathcal F_{(s,t)}, \] where we set \(z=(s,t)\). Under the assumption \(\mathcal F_{z} = \mathcal F^{1}_{z}\cap \mathcal F^{2}_{z}\) the author shows that the family \((\mathcal F_{z})\) is right continuous if and only if the two filtrations \((\mathcal F^{1}_{s})\) and \((\mathcal F^{2} _{t})\) are right continuous. Further, a necessary and sufficient condition for the right continuity of \((\mathcal F_{z})\) prior to stopping lines is established.