The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keep...The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keeps the properties of martingales, right continuity, uniform integrability and L log + L integrability.展开更多
文摘The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keeps the properties of martingales, right continuity, uniform integrability and L log + L integrability.
