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On a dyadic approximation of predictable processes of finite variation

   
@article{ECP2972,
	author = {Pietro Siorpaes},
	title = {On a dyadic approximation of predictable processes of finite variation},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {19},
	year = {2014},
	keywords = {submartingale, compensator, predictable, stopping-time},
	abstract = {
We show that any càdlàg predictable process of finite variation is an a.s. limit of elementary predictable processes; it follows that predictable stopping times can be approximated "from below" by predictable stopping times which take finitely many values. We then obtain as corollaries two classical theorems: predictable stopping times are announceable, and an increasing process is predictable iff it is natural.
},
	pages = {no. 22, 1-12},
	issn = {1083-589X},
	doi = {10.1214/ECP.v19-2972},    
        url = {http://ecp.ejpecp.org/article/view/2972}}