Constructing and combining predictable stopping times
[5/0%]Show that if are predictable stopping times, then so are and .
If is a predictable process with paths that are right continuous with left limits and , show is a predictable stopping time.
Show that if is a predictable stopping time, , and is defined to be equal to if and equal to otherwise, then is a predictable stopping time.
Let be a predictable increasing process and let be the th time jumps more than . Thus , a.s., and . Show each is a predictable stopping time.
Show that the stopping times defined in the proof of Proposition 16.23 are predictable.
From that proof: is a countable collection of predictable stopping times (constructed from a decomposition of certain other predictable stopping times ). Define ; define by setting if and otherwise; and in general set if and otherwise.