Some special properties of conditional expectation

DOI10.1007/BF01874658zbMath0798.60031OpenAlexW1989685404MaRDI QIDQ1324782

Wieslaw Zieba

Publication date: 1 November 1994

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01874658

zbMATH Keywords

optimal stoppingconditional expectationuniform integrabilityfinite stopping times

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic measure theory (60A10)

Cites Work

• Unnamed Item
• A note on the conditional Fatou lemma
• On the \(L^ 1_{{\mathcal F}}\) convergence for conditional Amarts
• On conditional medians
• A converse to the dominated convergence theorem
• Optimal stopping and almost sure convergence of random sequences
• A "Fatou Equation" for Randomly Stopped Variables

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