Timeline for Right continuous filtration
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| Nov 27, 2019 at 15:06 | vote | accept | avk255 | ||
| Nov 26, 2019 at 20:59 | answer | added | Mateusz Kwaśnicki | timeline score: 3 | |
| Nov 26, 2019 at 20:29 | history | edited | avk255 | CC BY-SA 4.0 |
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| Nov 25, 2019 at 11:22 | comment | added | avk255 | Both of you are absolutely right. I changed the question to say $\mathcal F_t$ is rt cts. Also, I initially wanted to use the BM to define a stochastic integral but then decided against as I thought this was a cleaner way to ask the question and forgot to delete the brownian motion. Thanks. | |
| Nov 25, 2019 at 11:21 | history | edited | avk255 | CC BY-SA 4.0 |
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| Nov 25, 2019 at 10:24 | comment | added | Nate Eldredge | In particular, if $y_t$ is identically $1$, then $\zeta_t = t$, $\lambda(s)=s$, and $\mathcal{G}_s =\mathcal{F}_s$. By the way, the Brownian motion $B_t$ doesn't seem to have been used anywhere. | |
| Nov 25, 2019 at 9:42 | comment | added | Mateusz Kwaśnicki | Isn't $\mathcal G_s$ no more right-continuous than $\mathcal F_t$? | |
| Nov 25, 2019 at 9:34 | history | edited | avk255 | CC BY-SA 4.0 |
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| Nov 25, 2019 at 9:26 | history | asked | avk255 | CC BY-SA 4.0 |