Measuring the "non-stopping timeness" of ends of previsible sets
classification
🧮 math.PR
q-fin.ST
keywords
endsnon-stoppingprevisiblesetsseveraltimenesstimesambiant
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In this paper, we propose several "measurements" of the "non-stopping timeness" of ends g of previsible sets, such that g avoids stopping times, in an ambiant filtration. We then study several explicit examples, involving last passage times of some remarkable martingales.
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