On Killed Processes and Stopped Filtrations

Peter M. Hooper; Hermann Thorisson

doi:10.1080/07362998808809157

On Killed Processes and Stopped Filtrations

Peter M. Hooper, Hermann Thorisson

Faculty of Physical Sciences

Research output: Contribution to journal › Article › peer-review

Abstract

This note considers three a-algebras that contain information about what happens to a stochastic process prior to a random time T. It is shown that the three a-algebras coincide in a canonical setting but not in general.

Original language	English
Pages (from-to)	389-395
Number of pages	7
Journal	Stochastic Analysis and Applications
Volume	6
Issue number	4
DOIs	https://doi.org/10.1080/07362998808809157
Publication status	Published - 1 Jan 1988

Bibliographical note

Funding Information:
Research supported by the Natural Sciences and Engineering Research Council of Canada. Research supported by the Swedish Natural Science Research Council.

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10.1080/07362998808809157

Cite this

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title = "On Killed Processes and Stopped Filtrations",

abstract = "This note considers three a-algebras that contain information about what happens to a stochastic process prior to a random time T. It is shown that the three a-algebras coincide in a canonical setting but not in general.",

author = "Hooper, {Peter M.} and Hermann Thorisson",

note = "Funding Information: Research supported by the Natural Sciences and Engineering Research Council of Canada. Research supported by the Swedish Natural Science Research Council.",

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On Killed Processes and Stopped Filtrations

Abstract

Bibliographical note

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