A "Fatou Equation" for Randomly Stopped Variables
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Publication:5633378
DOI10.1214/aoms/1177693082zbMath0226.60069OpenAlexW1993485536MaRDI QIDQ5633378
Publication date: 1971
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177693082
Related Items (12)
Some inequalities for randomly stopped variables with applications to pointwise convergence ⋮ Generalized kolmogorov inequalities for martingales ⋮ Finitely additive and measurable stochastic games ⋮ Countably additive gambling and optimal stopping ⋮ A Fatou equation for a two-parameter stochastic process ⋮ Convergence of stopped random variables ⋮ On the chance to visit a goal set infinitely often ⋮ Optimal stopping and almost sure convergence of random sequences ⋮ Several stability properties of the class of asymptotic martingales ⋮ A contribution to the theory of asymptotic martingales ⋮ Stationary policies and Markov policies in Borel dynamic programming ⋮ Some special properties of conditional expectation
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