5Â¥: Originally posted by jabile at 2014-02-22 09:21:08
1. A^c\cap {N=n}={N=n}\setminus
2.ÌâÄ¿ÊDz»ÊÇÓеãÎÊÌâ
3.A\cap {N=n}=\cup_{k=0}^n A\cap {M=k}\cap {N=n}\in \mathcal{F}_n

2Â¥: Originally posted by hubeizk at 2014-02-21 16:23:50
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3Â¥: Originally posted by feixiaolin at 2014-02-21 16:34:30
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6Â¥: Originally posted by jabile at 2014-02-22 09:24:57
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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...

8Â¥: Originally posted by hubeizk at 2014-02-24 15:58:56
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Show that if  Y_n \in \mathcal{F}_n£¬and N is a stopping time, Y_N \in \mathcal{F}_N .

9Â¥: 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\}...