Predictability and stopping on lattices of sets

DOI10.1007/BF01192958zbMath0794.60025OpenAlexW1985169537MaRDI QIDQ1326258

B. Gail Ivanoff, Ely Merzbach, Ioana Schiopu Kratina

Publication date: 28 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01192958

zbMATH Keywords

stopping timeset-indexed martingalesstochastic intervalsfiltration indexed by a lattice of sets

Mathematics Subject Classification ID

Random fields (60G60) General theory of stochastic processes (60G07)

Related Items (11)

Doob-Meyer decomposition for set-indexed submartingales ⋮ Stopping and set-indexed local martingales ⋮ Lattices of random sets and progressivity ⋮ On the Doléans function of set-indexed submartingales ⋮ A martingale characterization of the set-indexed Brownian motion ⋮ A notion of stopping line for set-indexed processes ⋮ A martingale characterization of the set-indexed poisson process ⋮ Palm measure duality and conditioning in regenerative sets ⋮ The set-indexed Itô integral ⋮ Stochastic integration for set-indexed processes ⋮ What is a multi-parameter renewal process?

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