Construction of a martingale with given absolute value

DOI10.1214/aop/1176994473zbMath0484.60037OpenAlexW2072875734MaRDI QIDQ1163783

Martin T. Barlow

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aop/1176994473

zbMATH Keywords

stopping timesubmartingalestochastic interval

Mathematics Subject Classification ID

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

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