Consider a filtered prob space $(\Omega,\mathcal{F},(\mathcal{F}_s)_{s\in [0,T]},\mathbb{P})$ satisfying the usual conditions. Let $\sigma,\tau$ be stopping times. Is it possible to show that $$\{\sigma<\tau\}\in\mathcal{F}_{\sigma}?$$ I tried the following: $$\{\sigma<\tau\}=\bigcup_{q\in[0,T]\cap\mathbb{Q}}\{\sigma<q\}\cap\{q<\tau\}$$ Now, fix $s\in[0,T]$. Consider $$A_s:=\{\sigma<q\}\cap\{q<\tau\}\cap\{\sigma\leq s\}$$ and try to show that $A_s\in\mathcal{F}_s$. Then the claim follows by the definition of $\mathcal{F}_{\sigma}$. If $q\leq s$, then $$A_s=\{\sigma<q\}\cap\{q<\tau\}\in\mathcal{F}_q\subset\mathcal{F}_s.$$ If $q>s$, then $$A_s=\{\sigma\leq s\}\cap\{\tau>q\}$$ and i got stuck.
2026-03-27 00:58:59.1774573139
Let $\sigma,\tau$ be stopping times. $\{\sigma<\tau\}\in\mathcal{F}_{\sigma}$?
170 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY
- How to prove $\lim_{n \rightarrow\infty} e^{-n}\sum_{k=0}^{n}\frac{n^k}{k!} = \frac{1}{2}$?
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Prove or disprove the following inequality
- Another application of the Central Limit Theorem
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- A random point $(a,b)$ is uniformly distributed in a unit square $K=[(u,v):0<u<1,0<v<1]$
- proving Kochen-Stone lemma...
- Solution Check. (Probability)
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
Related Questions in PROBABILITY-THEORY
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Another application of the Central Limit Theorem
- proving Kochen-Stone lemma...
- Is there a contradiction in coin toss of expected / actual results?
- Sample each point with flipping coin, what is the average?
- Random variables coincide
- Reference request for a lemma on the expected value of Hermitian polynomials of Gaussian random variables.
- Determine the marginal distributions of $(T_1, T_2)$
- Convergence in distribution of a discretized random variable and generated sigma-algebras
Related Questions in MEASURE-THEORY
- On sufficient condition for pre-compactness "in measure"(i.e. in Young measure space)
- Absolutely continuous functions are dense in $L^1$
- I can't undestand why $ \{x \in X : f(x) > g(x) \} = \bigcup_{r \in \mathbb{Q}}{\{x\in X : f(x) > r\}\cap\{x\in X:g(x) < r\}} $
- Trace $\sigma$-algebra of a product $\sigma$-algebra is product $\sigma$-algebra of the trace $\sigma$-algebras
- Meaning of a double integral
- Random variables coincide
- Convergence in measure preserves measurability
- Convergence in distribution of a discretized random variable and generated sigma-algebras
- A sequence of absolutely continuous functions whose derivatives converge to $0$ a.e
- $f\in L_{p_1}\cap L_{p_2}$ implies $f\in L_{p}$ for all $p\in (p_1,p_2)$
Related Questions in STOPPING-TIMES
- Need to find Conditions to get a (sub-)martingale
- What techniques for proving that a stopping time is finite almost surely?
- Discrete martingale stopping time
- Optional Stopping Theorem for martingales
- Prove that stopped discrete time nonnegative supermartingales are uniformly integrable
- optimal strategy for drawing a deck of cards
- $\frac1n \sum_{i=1}^n W_i(T_i)\to 0$ a.s. for $n\to\infty$
- Brownian Motion Hitting Time of a line with a negative axis intercept
- Random walk with barriers: estimate time since the appearance of a barrier
- Generalizing a proof for the density of stopped subordinators
Related Questions in FILTRATIONS
- $\sigma$-algebra generated by a subset of a set
- Why is the following sigma algebra $\mathcal{F}_n=\pi_n^{-1}(\mathcal{B}(\{0,1\}^n))$ finite?
- How can I show that $\mathcal{F}_t^X$ is generated by sets of the form $F=\{(X_{t_1},\dots, X_{t_n}) \in \Gamma\}$
- Underlying Random Variable of Conditional Expectation
- What are the generating sets of $\mathcal{F}_t^X=\sigma(X_s , 0 \leq s \leq t) $?
- Where is the Strong Markov property(SM) being used in the proof that augmented filtration of a Strong Markov process is right continuous?
- Characterization of a set in the augmented filtration $\mathcal{F}_t^{\mu}=\sigma(\mathcal{F}_t^X, \mathcal{N}^{\mu})$
- Law of a Markov process uniquely determined by its 2-dimensional distributions
- Sub-sigma-algebras: infinite coin flips example on wikipedia
- Prove $(X_n, F_n) $ Martingale $\iff \int_{F} X_{n+1} = \int_{F} X_{n} \forall F \in F_n$
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?