Random sets and stopping sets with respect to a filtration indexed by a collection of closed subsets of a Polish space are studied. In this general setting, the σ-algebra of progressive sets is defined and a characterization of stopping sets is proved in terms of progressive sets.
Bibliographical noteFunding Information:
* Corresponding author. i Research supported by a grant from the Natural Sciences and Engineering Research Council of Canada. 2 Research partially done while the second author was visiting the University of Ottawa. He wishes to thank Professor Ivanoff for her kind hospitality.
- Progressive set
- Random set
- Stopping set