Category:Stopping Times
This category contains results about stopping times.
Discrete Time
Let $\struct {\Omega, \Sigma, \sequence {\FF_n}_{n \ge 0}, \Pr}$ be a discrete-time filtered probability space.
Let $T : \Omega \to \Z_{\ge 0} \cup \set {\infty}$ be a random variable.
Definition 1
We say that $T$ is a stopping time with respect to $\sequence {\FF_n}_{n \ge 0}$ if and only if:
- $\set {\omega \in \Omega : \map T \omega \le t} \in \FF_t$
for all $t \in \Z_{\ge 0}$.
Definition 2
We say that $T$ is a stopping time with respect to $\sequence {\FF_n}_{n \ge 0}$ if and only if:
- $\set {\omega \in \Omega : \map T \omega = t} \in \FF_t$
for all $t \in \Z_{\ge 0}$.
Continuous Time
Let $\struct {\Omega, \Sigma, \sequence {\FF_t}_{t \ge 0}, \Pr}$ be a continuous-time filtered probability space.
Let $T : \Omega \to \closedint 0 \infty$ be a random variable.
We say that $T$ is a stopping time with respect to $\sequence {\FF_t}_{t \ge 0}$ if and only if:
- $\set {\omega \in \Omega : \map T \omega \le t} \in \FF_t$
for each $t \in \hointr 0 \infty$.
Subcategories
This category has the following 3 subcategories, out of 3 total.
Pages in category "Stopping Times"
The following 16 pages are in this category, out of 16 total.
C
D
E
P
- Pointwise Infimum of Stopping Times is Stopping Time
- Pointwise Limit Inferior of Stopping Times is Stopping Time
- Pointwise Limit Superior of Stopping Times is Stopping Time
- Pointwise Maximum of Stopping Times is Stopping Time
- Pointwise Minimum of Stopping Times is Stopping Time
- Pointwise Supremum of Stopping Times is Stopping Time