Convergence of stopped random variables

DOI10.1016/0001-8708(76)90119-5zbMath0353.60042OpenAlexW1990264108MaRDI QIDQ1236373

J. R. Baxter

Publication date: 1976

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(76)90119-5

Mathematics Subject Classification ID

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

Related Items (2)

On the convergence of a bounded amart and a conjecture of Chatterji ⋮ On convergence of vector-valued asymptotic martingales

Cites Work

• A 'stopped' proof of convergence
• Pointwise convergence in terms of expectations
• A "Fatou Equation" for Randomly Stopped Variables

This page was built for publication: Convergence of stopped random variables