Stopping Weyl processes

نویسندگان

  • R L Hudson
  • Zhiyuan Huang
چکیده

It is shown that, in order that the multiplicativity rule W b aW c b = W c a , which essentially characterises Weyl processes, continue to hold when the sure times a < b < c are replaced by stop times, it is sufficient to use left stopping at the lower limit a and right stopping at the upper limit b in W b a . . Dedicated to Zhiyuan Huang on his 75th birthday. MSC Classification 81S25.

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تاریخ انتشار 2008