Optional Sampling Theorem for Deformed Submartingales

DOI10.1137/S0040585X97T987259zbMath1326.60055MaRDI QIDQ2944450

I. V. Pavlov, O. V. Nazarko

Publication date: 2 September 2015

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

stopping timesoptional sampling theoremdeformed stochastic basisdeformed submartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Characterization of density processes of deformed stochastic bases of the first kind

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Doob's optional sampling theorem in Riesz spaces
• Partial ordering in the theory of martingales
• Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations
• The optional sampling theorem for processes indexed by a partially ordered set
• The optional sampling theorem for martingales indexed by directed sets
• Optional sampling of submartingales indexed by partially ordered sets
• The optional stopping theorem for quantum martingales
• Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping

This page was built for publication: Optional Sampling Theorem for Deformed Submartingales