The expected value of an everywhere stopped martingale

DOI10.1214/AOP/1176992461zbMath0603.60039OpenAlexW2031513480MaRDI QIDQ1082713

B. George

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/1176992461

zbMATH Keywords

stopping timeoptional sample theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Related Items (1)

Leavable Gambling Problems with Unbounded Utilities

This page was built for publication: The expected value of an everywhere stopped martingale