Structural properties of randomized times

DOI10.1007/BF00334193zbMath0597.60068OpenAlexW2020895149MaRDI QIDQ1079295

Arthur O. Pittenger, Alan F. Karr

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00334193

zbMATH Keywords

compactnessresultsrandomized optional timerandomized terminal timesSkorohod representation problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Cites Work

• The inverse balayage problem for Markov chains
• An inverse balayage problem for Brownian motion
• The inverse balayage problem for Markov chains, part II
• Markov-Ketten bei sich füllenden Löchern im Zustandsraum
• Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential
• The stopping distributions of a Markov process
• Semimartingales and Markov processes
• Embedding Processes in Brownian Motion in R n
• Compactness of stopping times
• [https://portal.mardi4nfdi.de/wiki/Publication:4171356 Repr�sentation multiplicative d'une surmartingale born�e]
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