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Atlas.TheoryOfProbability.code.StoppingTimeContinuous

@[reducible, inline]

Continuous-time stopping time. A random variable S : Ω → [0, ∞] is a stopping time relative to a continuous-time filtration f (indexed by ℝ≥0) when the event {S > t} lies in f t for every t ≥ 0. This is the continuous-time analogue used for Brownian motion and related processes.

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