Measuring the "non-stopping timeness" of ends of previsible sets
Abstract
Description
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.
7 pages, 3 figures
7 pages, 3 figures