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Sep 26, 2019 at 17:29 comment added sharpe I learned a lot from your answer. Thank you for teaching me carefully.
Sep 26, 2019 at 17:27 vote accept sharpe
Sep 26, 2019 at 17:27 history bounty ended sharpe
Sep 26, 2019 at 17:25 comment added sharpe Thank you for your reply. I was not educated enough.
Sep 26, 2019 at 17:16 comment added Mateusz Kwaśnicki I added some clarification. If someone has a better reference, feel free to edit it into the answer.
Sep 26, 2019 at 17:15 history edited Mateusz Kwaśnicki CC BY-SA 4.0
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Sep 26, 2019 at 16:47 comment added sharpe Thank you for your kind reply. You wrote " — and therefore also given a larger $\sigma$-algebra $\mathcal G := \sigma\{X_{\tau_j} : j = 1, 2, \ldots, n\}$." Why this holds? I might have misunderstood?
Sep 26, 2019 at 9:26 comment added Mateusz Kwaśnicki This was written somewhat hastily, sorry. Please do not hesitate to ask for clarification.
Sep 26, 2019 at 9:24 history answered Mateusz Kwaśnicki CC BY-SA 4.0