be two stoppin ration. Show that stop times.

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T1
T2
Let
and
be two stopping times with respect to
the same filtration. Show that the following random
variables are stop times.
T1 A T2
а)
T1 V T2
b)
T1 + T2
c)
Transcribed Image Text:T1 T2 Let and be two stopping times with respect to the same filtration. Show that the following random variables are stop times. T1 A T2 а) T1 V T2 b) T1 + T2 c)
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