Abstract
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.
Original language | English |
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Pages (from-to) | 97-102 |
Number of pages | 6 |
Journal | Statistics and Probability Letters |
Volume | 22 |
Issue number | 2 |
DOIs | |
State | Published - Feb 1995 |
Bibliographical note
Funding 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.
Funding
* 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.
Funders | Funder number |
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Natural Sciences and Engineering Research Council of Canada |
Keywords
- Lattice
- Progressive set
- Random set
- Stopping set