On the value of a stopped set function process

DOI10.1016/0047-259X(80)90087-1zbMath0418.60045OpenAlexW2078625592MaRDI QIDQ1131796

Klaus D. Schmidt

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(80)90087-1

zbMATH Keywords

martingalestopping timessubmartingaleamartsemiamartset function process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Generalized stochastic processes (60G20)

Related Items (1)

On the convergence of a bounded amart and a conjecture of Chatterji

Cites Work

• On the Expected Value of a Stopped Submartingale
• On the Expected Value of a Stopped Martingale
• Unnamed Item

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