Stopping Weyl Processes
R. L. Hudson · Interdisciplinary mathematical sciences · 2010
Abstract. It is shown that, in order that the multiplicativity rule W b aW c b = W c a, which essentially characterises Weyl processes, continue to hold when the sure times a < b < c are replaced by stop times, it is sufficient to use left stopping at the lower limit a and right stopping at the upper limit b in W b a. Dedicated to Zhiyuan Huang on his 75th birthday.