Positive Martingales and Their Induced Measures

DOI10.2307/2044605zbMath0548.60043OpenAlexW4245139270MaRDI QIDQ3339864

Gan Shixin, Bennett Eisenberg

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2044605

zbMATH Keywords

stopping timesRadon-Nikodym derivativescontinuity and singularityconvergence of positive martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Continuity and singularity of induced measures (60G30)

Cites Work

• Unnamed Item
• Unnamed Item
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES

This page was built for publication: Positive Martingales and Their Induced Measures