Suppose {F t } is a filtration satisfying the usual conditions. Show that if T is a stopping time, then T is F T measurable. Suppose {F t } is a filtration satisfying the usual conditions and T is a...


Suppose {Ft} is a filtration satisfying the usual conditions. Show that if T is a stopping time, then T is FT
measurable.


Suppose {Ft} is a filtration satisfying the usual conditions and T is a stopping time. Show that if S is a FT
measurable random variable with S ≥ T, then S is a stopping time.




May 04, 2022
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