A characterization of stopping times

DOI10.1214/aop/1176988615zbMath0816.60039OpenAlexW1988692290MaRDI QIDQ1345612

Frank B. Knight, Bernard Maisonneuve

Publication date: 6 July 1995

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988615

zbMATH Keywords

characterization of previsible stopping timescharacterizations of stopping times via martingales

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Prediction theory (aspects of stochastic processes) (60G25) Foundations of stochastic processes (60G05)

Related Items (3)

Non-stopping times and stopping theorems ⋮ The optional stopping theorem for quantum martingales ⋮ A definition and some characteristic properties of pseudo-stopping times

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