Spreading and predictable sampling in exchangeable sequences and processes
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Publication:1105909
DOI10.1214/aop/1176991771zbMath0649.60043OpenAlexW2093949224MaRDI QIDQ1105909
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991771
martingalesstationary sequencestopping timesexchangeable sequencesmartingale characterizationsexchangeable processes in continuous timeinvariant under predictable samplingpredictable stopping times
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic processes (60G99) Exchangeability for stochastic processes (60G09)
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