Earnest, Mike (2017). Comment on StackExchange

Mike. (2017). Earnest, Mike (2017). Comment on StackExchange: Intuition regarding the σ algebra of the past (stopping times).

Type

Unclassified

Intellectual base

Unclassified

Year

2017

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1 citation across 1 artifact.

Domain-specific

• Σ-Algebra of τ-past
  • … transfers from For a process stopped on first hitting a boundary, F_tau contains the observed path information up to and including the hit under the usual convention. to A proof distinguishes F_tau from the union of pre-tau sigma-algebras and checks right-continuity or discrete-time assumptions used by a theorem..

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