Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces
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Publication:3830306
DOI10.2307/2001425zbMath0675.60037OpenAlexW2078716219MaRDI QIDQ3830306
Publication date: 1989
Full work available at URL: https://doi.org/10.2307/2001425
nonstandard analysisoptimal stopping problemrandomized stopping timesLoeb spacesconditional independence propertynonstandard probability theory
Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07) Random measures (60G57) Other applications of nonstandard models (economics, physics, etc.) (03H10)
Related Items (2)
Cites Work
- Foundations of infinitesimal stochastic analysis
- On randomized tactics and optimal stopping in the plane
- On randomized stopping points and perfect graphs
- On infinite perfect graphs and randomized stopping points on the plane
- Stopping rules and tactics for processes indexed by a directed set
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- A non-standard representation for Brownian motion and Ito integration
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- Optimal stopping and supermartingales over partially ordered sets
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- [https://portal.mardi4nfdi.de/wiki/Publication:3949750 Arr�t Optimal sur le Plan]
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- Compactness of stopping times
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