{"paper":{"title":"Projections, Pseudo-Stopping Times and the Immersion Property","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Anna Aksamit, Libo Li","submitted_at":"2014-09-01T06:20:16Z","abstract_excerpt":"Given two filtrations $\\mathbb F \\subset \\mathbb G$, we study under which conditions the $\\mathbb F$-optional projection and the $\\mathbb F$-dual optional projection coincide for the class of $\\mathbb G$-optional processes with integrable variation. It turns out that this property is equivalent to the immersion property for $\\mathbb F$ and $\\mathbb G$, that is every $\\mathbb F$-local martingale is a $\\mathbb G$-local martingale, which, equivalently, may be characterised using the class of $\\mathbb F$-pseudo-stopping times. We also show that every $\\mathbb G$-stopping time can be decomposed int"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1409.0298","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}