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New proofs to measurable, predictable and optional section theorems

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  • Theodorakopoulos, Stefanos

Abstract

We present new, short and elementary proofs of the famous section theorems that are used in Stochastic Calculus. Predictable section is proved directly while measurable section is a simple corollary. Then, optional (resp. accessible) section follows from an intuitive approximation argument based on the dichotomy of predictable and total inaccessible times.

Suggested Citation

  • Theodorakopoulos, Stefanos, 2025. "New proofs to measurable, predictable and optional section theorems," Statistics & Probability Letters, Elsevier, vol. 219(C).
    • Handle: RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224002931
    DOI: 10.1016/j.spl.2024.110324
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    References listed on IDEAS

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    1. Medvegyev, Peter, 2007. "Stochastic Integration Theory," OUP Catalogue, Oxford University Press, number 9780199215256, Decembrie.
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