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zbMath0713.60056MaRDI QIDQ3997437

Marion Harenbrock

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optional sampling theorem non-negative supermartingales martingales with respect to directed sets partitioned index sets reachable stopping times stochastic processes on trees

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Optional sampling of submartingales with scanned index sets

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