Optimal predictable transforms

DOI10.1080/17442508108833186zbMath0472.60046OpenAlexW2019316351MaRDI QIDQ3925625

Douglas P. Kennedy

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833186

zbMATH Keywords

optimal stoppingpredictable transform

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

A sequential game and envelopes of stochastic processes

Cites Work

• Unnamed Item
• Martingale Transforms
• Optimal stopping and almost sure convergence of random sequences
• Transforms of Stochastic Processes

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