Continuity of filtrations of sigma algebras

John M. Morrison and Gary L. Wise

Statistics & Probability Letters, 1987, vol. 6, issue 1, 55-60

Abstract: Continuity of filtrations of sigma algebras is investigated. A countability condition for probability spaces is examined and its impact on the continuity of filtrations is explored. Also, an analogy between filtrations of sigma algebras and monotone real functions is established.

Keywords: continuity; of; filtrations; canonical; filtration; sample; paths (search for similar items in EconPapers)
Date: 1987
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