I have the following question: I know that the process $X$ is in $\mathcal{S}^p,\,p>1$ space, i.e. $E\sup_{0\le t\le T}|X_t|^p<\infty$. Do this process is of class (D), i.e. $\{X_{\tau}, \tau\le T\,\text{is a stopping time}\}$ is a unformly integrable family?
2026-03-25 15:57:10.1774454230
Class D processes
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