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The expectation of stopped semiamarts and regularity and closedness of amarts - MaRDI portal

The expectation of stopped semiamarts and regularity and closedness of amarts

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Publication:1095493

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zbMath0632.60042MaRDI QIDQ1095493

Zhenpeng Wang

Publication date: 1987

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

uniform integrability lattice property semiamarts value of semiamart

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

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