Can a continuous time predictable FV (finite variation) process have a jump at a totally inaccessible stopping time?
2026-03-29 15:35:53.1774798553
Jumps of FV predictable processes at totally inaccessible stopping times
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No! it is impossible that "a continuous time predictable FV (finite variation) process have a jump at a totally inaccessible stopping time". Please refer to Jacod, J. and A. N. Shiryayev, Limit Theory for Stochastic Processes, 2ed. Springer, 2003. Ch2, Prop.2.24, pp 22.