An optional stopping theorem for nonadapted martingales

DOI10.1016/S0167-7152(98)00068-6zbMath0922.60042MaRDI QIDQ1273037

Stewart N. Ethier

Publication date: 2 March 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

dicestopping timesupermartingalecrapsgambling system

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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