On Killed Processes and Stopped Filtrations

Peter M. Hooper; Hermann Thorisson

doi:10.1080/07362998808809157

On Killed Processes and Stopped Filtrations

Peter M. Hooper
, Hermann Thorisson

Raunvísindadeild

Háskóli Íslands

Rannsóknarafurð: Framlag til fræðitímarits › Grein › ritrýni

Útdráttur

This note considers three a-algebras that contain information about what happens to a stochastic process prior to a random time T. It is shown that the three a-algebras coincide in a canonical setting but not in general.

Upprunalegt tungumál	Enska
Síður (frá-til)	389-395
Síðufjöldi	7
Fræðitímarit	Stochastic Analysis and Applications
Bindi	6
Númer tölublaðs	4
DOI	https://doi.org/10.1080/07362998808809157
Útgáfustaða	Útgefið - 1 jan. 1988

Athugasemd

Funding Information: Research supported by the Natural Sciences and Engineering Research Council of Canada. Research supported by the Swedish Natural Science Research Council.

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10.1080/07362998808809157

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title = "On Killed Processes and Stopped Filtrations",

abstract = "This note considers three a-algebras that contain information about what happens to a stochastic process prior to a random time T. It is shown that the three a-algebras coincide in a canonical setting but not in general.",

author = "Hooper, \{Peter M.\} and Hermann Thorisson",

note = "Funding Information: Research supported by the Natural Sciences and Engineering Research Council of Canada. Research supported by the Swedish Natural Science Research Council.",

year = "1988",

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doi = "10.1080/07362998808809157",

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AU - Hooper, Peter M.

AU - Thorisson, Hermann

N1 - Funding Information: Research supported by the Natural Sciences and Engineering Research Council of Canada. Research supported by the Swedish Natural Science Research Council.

PY - 1988/1/1

Y1 - 1988/1/1

N2 - This note considers three a-algebras that contain information about what happens to a stochastic process prior to a random time T. It is shown that the three a-algebras coincide in a canonical setting but not in general.

AB - This note considers three a-algebras that contain information about what happens to a stochastic process prior to a random time T. It is shown that the three a-algebras coincide in a canonical setting but not in general.

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DO - 10.1080/07362998808809157

M3 - Article

SN - 0736-2994

VL - 6

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EP - 395

JO - Stochastic Analysis and Applications

JF - Stochastic Analysis and Applications

IS - 4

ER -

On Killed Processes and Stopped Filtrations

Útdráttur

Athugasemd

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