On killed processes and stopped filtrations

Authors: Peter M. Hooper ^a; Hermann Thorisson ^b

Affiliations:	^a Department of Statistics and Applied Probability, The University of Alberta, Edmonton, Canada
	^b Department of Mathematics, Chalmers University of Technology, Gteborg, Sweden

DOI: 10.1080/07362998808809157

Publication Frequency: 6 issues per year

Published in: journal

Stochastic Analysis and Applications, Volume 6, Issue 4 1988 , pages 389 - 395

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: PDF (English)

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Abstract

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

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On killed processes and stopped filtrations

Abstract