Continuity of filtrations of sigma algebras

DOI10.1016/0167-7152(87)90059-9zbMath0634.60001OpenAlexW2003037436MaRDI QIDQ1096953

John M. Morrison, Gary L. Wise

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90059-9

zbMATH Keywords

continuity of sample pathscontinuity of the canonical filtrationcountably many points of discontinuitydiscontinuous filtration

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Probabilistic measure theory (60A10)

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Cites Work

• A note on a common misconception in estimation
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