OPTIONAL MARTINGALES

DOI10.1070/SM1981v040n04ABEH001838zbMath0472.60048OpenAlexW4231588497MaRDI QIDQ3925627

Leonid I. Galtchouk

Publication date: 1981

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1981v040n04abeh001838

zbMATH Keywords

optional process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic integrals (60H05)

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