On changing time for two-parameter strong martingales: A counterexample

DOI10.1214/AOP/1176992462zbMath0596.60047OpenAlexW2075067085WikidataQ125055080 ScholiaQ125055080MaRDI QIDQ1078910

Peter Imkeller

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aop/1176992462

zbMATH Keywords

Wiener sheettwo-parameter strong martingaleschanging timestrong martingale propertyWiener sheet's filtration

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

This page was built for publication: On changing time for two-parameter strong martingales: A counterexample