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Lemma 1.19 in Jacod and Shiryaev's Limit Theorems for Stochastic Processes states the following:

Any stopping time $T$ on the completed stochastic basis $(\Omega,\mathcal{F}^P,\mathbf{F}^P,P)$ is a.s. equal to a stopping time on $(\Omega,\mathcal{F},\mathbf{F},P)$.

Here $\mathbf{F}=(\mathcal{F}_t)_{t\geq 0}$ is a filtration and $(\Omega,\mathcal{F}^P,\mathbf{F}^P,P)$ denotes the $P$-completion of $(\Omega,\mathcal{F},\mathbf{F},P)$. They construct a stopping $T'$ with respect to $(\Omega,\mathcal{F},\mathbf{F},P)$ which satisfies $$ \{T

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    What does {T=O ? – 2012-12-14
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    Or maybe, for every t>=0, there exist an event of probability 1 such that T – 2012-12-14
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    $A=B$ a.s. means $A\Delta B$ is a $P$-nullset. – 2012-12-14

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If for every $t\geqslant 0$, $$ \{T

Then, you can set $$A=\cap_{t\in \mathbb{Q}} A_t$$ $A$ is an element of $\mathcal{F}^P$. You have $P(A)=1$ (denombrable intersection of almost sure events). And $\forall \omega\in A$, you have that $\forall q\in \mathbb{Q}_+$, $T(\omega)

As $P(A)=1$, this means that $T=T'$ a.s.