Set-Indexed Stochastic Processes and Predictability

DOI10.1137/1137011zbMath0794.60044OpenAlexW1965205022MaRDI QIDQ4007606

Ely Merzbach, B. Gail Ivanoff

Publication date: 27 September 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1137011

zbMATH Keywords

weak convergenceDoob-Meyer decompositionset-indexed martingaleslocal martingalesoptional samplingstochastic intervals defined by stopping sets

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

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Limit theorems for sums of random fuzzy sets ⋮ Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities

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