A CHARACTERIZATION OF STOPPING-TIMES
成果类型：
Article
署名作者：
KNIGHT, FB; MAISONNEUVE, B
署名单位：
Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA)
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988615
发表日期：
1994
页码：
1600-1606
关键词：
摘要：
Let R be a random time in F-infinity, the terminal element of a filtration F-t satisfying the usual hypotheses. It is shown that if optional sampling holds at R for all bounded martingales, then R is optional. If F-t is the natural pseudo-path filtration of a measurable process X(t), then R is optional if (and only if) the conditional distribution of X(R+), given F-R is Z(R), where Z(t) is an optional version of the conditional distribution of X(t+), given F-t.