Structural properties of randomized times (Q1079295)
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scientific article; zbMATH DE number 3962904
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural properties of randomized times |
scientific article; zbMATH DE number 3962904 |
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Structural properties of randomized times (English)
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1986
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The authors introduce and explore the algebraic properties of two classes of associated objects: the class of randomized (optional) times and that of their associated random measures. (These could be thought of as a generalization of the notions of time changes and additive functionals). Then they prove some compactness results and apply them to further study of the Skorohod representation problem.
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randomized optional time
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randomized terminal times
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compactness
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results
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Skorohod representation problem
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