Randomized stopping points and optimal stopping on the plane

DOI10.1214/aop/1176989810zbMath0758.60042OpenAlexW2113445872MaRDI QIDQ1196944

David Nualart

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1214/aop/1176989810

zbMATH Keywords

two-parameter processesrandomized stopping pointsadapted random measuresexistence of optimal stopping points

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Random measures (60G57)

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