measurability of stopped processes
In particular, if is a right-continuous and adapted process then it is progressive (alternatively, it is optional). Then, the stopped process will also be progressive and is therefore right-continuous and adapted.
Also, for any progressive process and bounded stopping time , the above result shows that will be -measurable.
|Title||measurability of stopped processes|
|Date of creation||2013-03-22 18:39:00|
|Last modified on||2013-03-22 18:39:00|
|Last modified by||gel (22282)|