Stopping a two parameter weak martingale

DOI10.1007/BF00960070zbMath0611.60037MaRDI QIDQ1087223

Moshe Zakai, Ely Merzbach

Publication date: 1987

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

zbMATH Keywords

optional dual projectiontwo parameter integratorstwo parameter stochastic processweak martingale

Mathematics Subject Classification ID

Random fields (60G60) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integrals (60H05)

Related Items (2)

Stopping and set-indexed local martingales ⋮ A notion of stopping line for set-indexed processes

Cites Work

• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stopping a two parameter weak martingale