Abstract
In this paper, we propose some ``measurements" of the ``non-stopping timeness" of ends $\mathcal{G}$ of previsible sets, such that $\mathcal{G}$ avoids stopping times, in an ambiant filtration. We then study several explicit examples, involving last passage times of some remarkable martingales.
Citation
Ching-Tang Wu. Ju-Yi Yen. Marc Yor. "MEASURING THE "NON-STOPPING TIMENESS" OF ENDS OF PREVISIBLE SETS." Taiwanese J. Math. 16 (5) 1589 - 1599, 2012. https://doi.org/10.11650/twjm/1500406785
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