کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1152077 | 958268 | 2013 | 5 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On simple representations of stopping times and stopping time sigma-algebras
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On simple representations of stopping times and stopping time sigma-algebras On simple representations of stopping times and stopping time sigma-algebras](/preview/png/1152077.png)
چکیده انگلیسی
There exists a simple, didactically useful one-to-one relationship between stopping times and adapted càdlàg (RCLL) processes that are non-increasing and take the values 0 and 1 only. As a consequence, stopping times are always hitting times. Furthermore, we show how minimal elements of a stopping time sigma-algebra can be expressed in terms of the minimal elements of the sigma-algebras of the underlying filtration. This facilitates an intuitive interpretation of stopping time sigma-algebras. A tree example finally illustrates how these for students notoriously difficult concepts, stopping times and stopping time sigma-algebras, may be easier to grasp by means of our results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 1, January 2013, Pages 345–349
Journal: Statistics & Probability Letters - Volume 83, Issue 1, January 2013, Pages 345–349
نویسندگان
Tom Fischer,