The optional sampling theorem for processes indexed by a partially ordered set

DOI10.1214/aop/1176992807zbMath0576.60037OpenAlexW2036106336MaRDI QIDQ1064656

Harry E. Hürzeler

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992807

zbMATH Keywords

optional sampling theoremassociated measurestrong martingalesstrong supermartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items

Predictability and stopping on lattices of sets, Stopping and set-indexed local martingales, Point processes indexed by directed sets, General branching processes as Markov fields, Optional Sampling Theorem for Deformed Submartingales, Optional sampling of submartingales with scanned index sets, Supermartingale decomposition with a general index set, The set-indexed bandit problem.