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Adaptedness of a stopped right-continuous process (XtT​=Xt∧T​)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process Adapted process
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For an adapted process with right-continuous paths and a stopping time T, XtT​=Xt∧T​ is adapted. At fixed t, round t∧T upward on finite partitions of [0,t]. Every approximating value is Ft​-measurable, and right continuity gives the limit. Completeness handles a null exceptional set if right continuity holds only almost surely. A martingale assumption and boundedness of T are unnecessary.

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  1. Adapted process
  2. Stochastic process
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  4. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 24 / 4 / d / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 29 / 2 / ii / Solution

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