The optional sampling theorem for martingales indexed by directed sets
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Publication:1143713
DOI10.1214/aop/1176994659zbMath0442.60045OpenAlexW2046876150MaRDI QIDQ1143713
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/1176994659
stopping timesoptional samplingdirected index setgeneralization of the optional sampling theoremmultdimensional time
Gaussian processes (60G15) Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Foundations of stochastic processes (60G05)
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