5楼: Originally posted by jabile at 2014-02-22 09:21:08
1. A^c\cap {N=n}={N=n}\setminus
2.题目是不是有点问题
3.A\cap {N=n}=\cup_{k=0}^n A\cap {M=k}\cap {N=n}\in \mathcal{F}_n

2楼: Originally posted by hubeizk at 2014-02-21 16:23:50
为什么看不到编辑的数学文本了？

3楼: Originally posted by feixiaolin at 2014-02-21 16:34:30
可以看到的...

6楼: Originally posted by jabile at 2014-02-22 09:24:57
第一次用重新写一下
1. A^c \cap \{N=n\}=\{N=n\}\setminus (A\cap \{N=n\})\in \mathcal{F}_n
3.A\cap \{N=n\}=\cup_{k=0}^n A\cap \{M=k\}\cap \{N=n\}\in \mathcal{F}_n...

8楼: Originally posted by hubeizk at 2014-02-24 15:58:56
现在好像插不了图了，题目复制过来是这样的：
Show that if  Y_n \in \mathcal{F}_n，and N is a stopping time, Y_N \in \mathcal{F}_N .

9楼: Originally posted by jabile at 2014-02-24 16:02:51
\{Y_N\in A\}\cap \{N=n\}= \{N=n\}\cap \{Y_n\in A\}...