A characterization of Vitali conditions in terms of maximal inequalities

DOI10.1214/aop/1176994781zbMath0428.60053OpenAlexW2009782259MaRDI QIDQ1137314

Annie Millet, Louis Sucheston

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994781

zbMATH Keywords

maximal inequalitystopping timesVitali conditionessential lim supstochastic lim sup

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic processes (60G99)

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