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Optional skipping of martingale differences and related sequences - MaRDI portal

Optional skipping of martingale differences and related sequences

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Publication:1374096

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zbMath0887.60055MaRDI QIDQ1374096

Benedikt M. Pötscher

Publication date: 1 June 1998

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

martingale difference sequence optional sampling optional skipping

Mathematics Subject Classification ID

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

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