The past of a stopping point and stopping for two-parameter processes

DOI10.1016/0047-259X(83)90041-6zbMath0526.60041MaRDI QIDQ594467

Jean-Pierre Fouque

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

two-parameter martingaleslocal martingalesoptional increasing pathstopping point

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Related Items (5)

Stopping and set-indexed local martingales ⋮ Stochastic control of two-parameter processes application:the two-armed bandit problem ⋮ Optimal stopping for a particular family of stopping points in the plane ⋮ On stopping points in the plane that lie on a unique optional increasing path ⋮ Regularity and decomposition of two-parameter supermartingales

Cites Work

• Stopping for two-dimensional stochastic processes
• Stopping rules and tactics for processes indexed by a directed set
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:3852895 Sur la r�gularit� des trajectoires des Martingales � deux indices]
• [https://portal.mardi4nfdi.de/wiki/Publication:3868548 Th�or�mes de section et de projection pour les processus a deux indices]
• On regularity of multiparameter amarts and martingales
• [https://portal.mardi4nfdi.de/wiki/Publication:3949750 Arr�t Optimal sur le Plan]
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
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