ThmDex – An index of mathematical definitions, results, and conjectures.
F6520
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P}, \{ \mathcal{G}_j \}_{j \in J})$ be a D1726: Filtered probability space.
Let $T_0, T_1 : \Omega \to J$ each be a D3353: Stopping time with respect to $P$.
Then
(1) $\min(T_0, T_1)$ is a D3353: Stopping time with respect to $P$
(2) $\max(T_0, T_1)$ is a D3353: Stopping time with respect to $P$