On a dyadic approximation of predictable processes of finite variation
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Published version
Author(s)
Siorpaes, Pietro
Type
Journal Article
Abstract
We show that any càdlàg predictable process of finite variation is an a.s. limit of elementary predictable processes; it follows that predictable stopping times can be approximated "from below" by predictable stopping times which take finitely many values. We then obtain as corollaries two classical theorems: predictable stopping times are announceable, and an increasing process is predictable iff it is natural.
Date Issued
2014-04-15
Date Acceptance
2014-04-14
Citation
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2014, 19 (22), pp.1-12
ISSN
1083-589X
Publisher
UNIV WASHINGTON, DEPT MATHEMATICS
Start Page
1
End Page
12
Journal / Book Title
ELECTRONIC COMMUNICATIONS IN PROBABILITY
Volume
19
Issue
22
Copyright Statement
© 2014 The Author(s). This work is licensed under a Creative Commons Attribution 3.0 License (https://creativecommons.org/licenses/by/3.0/).
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000341861600001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Physical Sciences
Statistics & Probability
Mathematics
predictable
natural
compensator
submartingale
stopping time
announceable
MEYER
Publication Status
Published