伪停时的定义及其特征性质
A definition and some characteristic properties of pseudo-stopping times
摘要：
最近，D. Williams \cite{williams}给出了一个与布朗运动相关联的随机时间$ρ$的显式例子，使得对于每个有界鞅$M$，$ρ$不是停时而是$\mathbb{E}M_ρ=\mathbb{E}M_{0}$.本文的目的是给这样的随机时间，我们称之为伪停时的一些特征，并构造进一步的例子，使用逐步扩大的过滤技术。
英文摘要：
Recently, D. Williams \cite{williams} gave an explicit example of a random time $ρ$ associated with Brownian motion such that $ρ$ is not a stopping time but $\mathbb{E}M_ρ=\mathbb{E}M_{0}$ for every bounded martingale $M$. The aim of this paper is to give some characterizations for such random times, which we call pseudo-stopping times, and to construct further examples, using techniques of progressive enlargements of filtrations.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
