Stopped hyperfinite filtrations

DOI10.1016/0167-7152(91)90047-UzbMath0725.60035OpenAlexW2053521406MaRDI QIDQ2277655

G. R. Mendieta

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90047-u

zbMATH Keywords

hyperfinite filtrationprevisible stopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Nonstandard models in mathematics (03H05)

Cites Work

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• Foundations of infinitesimal stochastic analysis
• Previsible sets for hyperfinite filtrations
• An infinitesimal approach to stochastic analysis