{
  "id": "1605.03905",
  "version": "v1",
  "published": "2016-05-12T17:28:27.000Z",
  "updated": "2016-05-12T17:28:27.000Z",
  "title": "Classification of random times and applications",
  "authors": [
    "Anna Aksamit",
    "Tahir Choulli",
    "Monique Jeanblanc"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "The paper gathers together ideas related to thin random time, i.e., random time whose graph is contained in a thin set. The concept naturally completes the studies of random times and progressive enlargement of filtrations. We develop classification and $(*)$-decomposition of random times, which is analogous to the decomposition of a stopping time into totally inaccessible and accessible parts, and we show applications to the hypothesis $({\\mathcal H}^\\prime)$, honest times and informational drift via entropy.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-05-12T17:28:27.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "classification",
      "applications",
      "thin random time",
      "thin set",
      "paper gathers"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}