On the Expected Value of a Stopped Martingale

DOI10.1214/aoms/1177699142zbMath0168.17104OpenAlexW1977685442MaRDI QIDQ5553762

David Freedman, Lester E. Dubins

Publication date: 1966

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177699142

zbMATH Keywords

statistics

Related Items (6)

On the value of a stopped set function process ⋮ Another convergence theorem of martingales in the limit ⋮ Countably additive gambling and optimal stopping ⋮ Convergence results for strictC-sequences ⋮ Some local results on the convergence and the quadratic variation of random sequences ⋮ Convergence of classes of subpramarts and games which become better with time

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