Lattices of random sets and progressivity

Random sets and stopping sets with respect to a filtration indexed by a collection of closed subsets of a Polish space are studied. In this general setting, the [sigma]-algebra of progressive sets is defined and a characterization of stopping sets is proved in terms of progressive sets.

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Year of publication:	1995
Authors:	Gail Ivanoff, B. ; Merzbach, Ely ; Schiopu-Kratina, Ioana
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 22.1995, 2, p. 97-102
Publisher:	Elsevier
Keywords:	Lattice Random set Stopping set Progressive set

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005259161