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Let us suppose that we have two stopping times $T$ and $S$, where $T \leq S$.

Can someone explain on a practical example why is event ${(T \leq n)} \subseteq {(S \leq n)}$?

Zenga
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1 Answers1

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I think you have it backwards: $T \leq S$ means that if $S \leq n$ then $T \leq n$. In other words $\{ \omega : S \leq n \} \subseteq \{ \omega : T \leq n \}$.

Ian
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