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On right continuity of a family of two-parameter [sigma]-fields

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  • Chen, Zongxun

Abstract

This paper first proves a sufficient and necessary condition for the right continuity of a family of two-parameter [sigma]-fields. Then, it proceeds to introduce condition (Fs3) and proves that condition (Fs3) is equivalent to right continuity of a family of [sigma]-fields prior to stopping lines.

Suggested Citation

  • Chen, Zongxun, 1997. "On right continuity of a family of two-parameter [sigma]-fields," Stochastic Processes and their Applications, Elsevier, vol. 66(1), pages 107-113, February.
    • Handle: RePEc:eee:spapps:v:66:y:1997:i:1:p:107-113
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    References listed on IDEAS

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    1. Merzbach, Ely, 1980. "Stopping for two-dimensional stochastic processes," Stochastic Processes and their Applications, Elsevier, vol. 10(1), pages 49-63, June.
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