New proofs to measurable, predictable and optional section theorems

Stefanos Theodorakopoulos

Statistics & Probability Letters, 2025, vol. 219, issue C

Abstract: We present new, short and elementary proofs of the famous section theorems that are used in Stochastic Calculus. Predictable section is proved directly while measurable section is a simple corollary. Then, optional (resp. accessible) section follows from an intuitive approximation argument based on the dichotomy of predictable and total inaccessible times.

Keywords: Measurable section; Predictable section; Optional section; Accessible section; Measurable projection; Souslin operation (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110324

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