Lattices of random sets and progressivity

DOI10.1016/0167-7152(94)00054-CzbMath0842.60013OpenAlexW1987807343MaRDI QIDQ1344809

B. Gail Ivanoff, Ely Merzbach, Ioana Schiopu Kratina

Publication date: 22 February 1995

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00054-c

zbMATH Keywords

set-indexed processesrandom setstopping setsigma-algebra of progressively measurable sets

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05)

Related Items (1)

A notion of stopping line for set-indexed processes

Cites Work

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• Markov strategies for optimal control problems indexed by a partially ordered set
• The optional sampling theorem for martingales indexed by directed sets
• Stopping rules and tactics for processes indexed by a directed set
• Optional sampling of submartingales indexed by partially ordered sets
• Predictability and stopping on lattices of sets
• Doob-Meyer decomposition for set-indexed submartingales
• Multi-applications mesurables à valeurs convexes compactes
• Optimal stopping and supermartingales over partially ordered sets
• “Markov Times” for Random Fields

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