On stopping points in the plane that lie on a unique optional increasing path

DOI10.1080/17442508808833517zbMath0653.60036OpenAlexW2033355923MaRDI QIDQ3799418

Robert C. Dalang

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833517

zbMATH Keywords

discrete approximationoptional increasing pathstopping pointtacticconditional qualitative independence

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07) Ordinary differential equations and systems with randomness (34F05)

Related Items (1)

Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction

Cites Work

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• The past of a stopping point and stopping for two-parameter processes
• On infinite perfect graphs and randomized stopping points on the plane
• Stochastic integrals in the plane
• Stochastic control of two-parameter processes application:the two-armed bandit problem
• [https://portal.mardi4nfdi.de/wiki/Publication:3949750 Arr�t Optimal sur le Plan]

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