VII: 04, 36-37, LNM 321 (1973)
DELLACHERIE, Claude
Temps d'arrêt totalement inaccessibles (
General theory of processes)
Given an accessible random set $H$ and a totally inaccessible stopping time $T$, whenever $T(\omega)\in H(\omega)$ then $T(\omega)$ is a condensation point of $H(\omega)$ on the left, i.e., there are uncountably many points of $H$ arbitrarily close to $T(\omega)$ on the left
Keywords: Stopping times,
Accessible sets,
Totally inaccessible stopping timesNature: Original
Retrieve article from Numdam
XII: 06, 51-52, LNM 649 (1978)
GARCIA, M.;
MAILLARD, P.;
PELTRAUT, Y.
Une martingale de saut multiplicatif donné (
Martingale theory)
Given a totally inaccessible stopping time $T$, it is shown how to construct a strictly positive martingale $M$ with $M_0=1$, such that its only jump occurs at time $T$ and $M_T/M_{T-}=K$, a strictly positive constant
Comment: See also
1308Keywords: Totally inaccessible stopping timesNature: Original Retrieve article from Numdam
