Last Updated
：2025/12/05
stopping time
Noun
Japanese Meaning
停止時刻：確率過程がある特定の条件を満たすために必要な時間を示す確率変数であり、その定義はその時点までの情報のみを用いて行われ、ほぼ必ず有限の時間内に条件が満たされることを前提とする。
（ plural ）
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(mathematics) A random variable representing the time required for a stochastic process to satisfy a certain condition, which must be determined using only information available up to such time and must occur almost surely in finite time.
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stopping time
To apply the Optional Sampling Theorem we introduced a stopping time: the first time the martingale exits the interval, which is measurable with respect to the filtration and almost surely finite.
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To apply the Optional Sampling Theorem we introduced a stopping time: the first time the martingale exits the interval, which is measurable with respect to the filtration and almost surely finite.
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