Introduction to Stopping Time in Stochastic Finance Theory. Part II
We start proceeding with the stopping time theory in discrete time with the help of the Mizar system [1], [4]. We prove, that the expression for two stopping times k1 and k2 not always implies a stopping time (k1 + k2) (see Theorem 6 in this paper). If you want to get a stopping time, you have to cu...
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| Format: | Article |
| Language: | English |
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Sciendo
2017-12-01
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| Series: | Formalized Mathematics |
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| Online Access: | https://doi.org/10.1515/forma-2017-0025 |