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2014 On a dyadic approximation of predictable processes of finite variation
Pietro Siorpaes
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Electron. Commun. Probab. 19: 1-12 (2014). DOI: 10.1214/ECP.v19-2972

Abstract

We show that any càdlàg predictable process of finite variation is an a.s. limit of elementary predictable processes; it follows that predictable stopping times can be approximated "from below" by predictable stopping times which take finitely many values. We then obtain as corollaries two classical theorems: predictable stopping times are announceable, and an increasing process is predictable iff it is natural.

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Pietro Siorpaes. "On a dyadic approximation of predictable processes of finite variation." Electron. Commun. Probab. 19 1 - 12, 2014. https://doi.org/10.1214/ECP.v19-2972

Information

Accepted: 15 April 2014; Published: 2014
First available in Project Euclid: 7 June 2016

zbMATH: 1333.60058
MathSciNet: MR3197118
Digital Object Identifier: 10.1214/ECP.v19-2972

Subjects:
Primary: 60G07
Secondary: 60G40, 60G44

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