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On killed processes and stopped filtrations

 

作者: PeterM. Hooper,   Hermann Thorisson,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1988）
卷期: Volume 6, issue 4  

页码: 389-395

 

ISSN:0736-2994

 

年代: 1988

 

DOI:10.1080/07362998808809157

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

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

 

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