Fixed-time height approximation #
Reversal identifies occupation approximations outside the countable set of jumps. Prefix events transport along the equality of restricted-path laws, yielding both almost sure convergence along the public sequence and convergence in measure.
Occupation reversal holds pathwise for paths with nonnegative jumps.
Identification (a.s. for each fixed t, all ε > 0 at once): the interval-infimum
approximation is the H01 occupation approximation of the reversed process.
The raw filtration is contained in the sigma-algebra of the restricted path.
The occupation at a fixed horizon is measurable from the restricted path.
The supremum local time at a fixed horizon is measurable from the restricted path.
A measurable almost sure prefix property transports to the reversed prefix.
The height approximation vanishes at its initial time for every path and cutoff.
The height starts at zero on every path, including exceptional paths.
A.s. convergence along the deterministic sequence supEps θ, for each fixed t
(the null set depends on t).
Convergence in probability for each fixed t along the full filter ε ↓ 0.
The raw height is a.s. the finite nonnegative height, for each fixed t.