Exercise 8.1: Let T₁ < 72 be stopping times. Show that I(71,72] (t) is a simple predictable process.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter11: Topics From Analytic Geometry
Section11.4: Plane Curves And Parametric Equations
Problem 43E
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Exercise 8.1: Let T₁ < 72 be stopping times. Show that I(71,72] (t) is a
simple predictable process.
Transcribed Image Text:Exercise 8.1: Let T₁ < 72 be stopping times. Show that I(71,72] (t) is a simple predictable process.
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