Stopping times occurring simultaneously

DOI10.1051/ps/2024001zbMath1547.60044MaRDI QIDQ6617086

Philip E. Protter, Alejandra Quintos

Publication date: 10 October 2024

Published in: European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

stopping timestochastic processcompensatorsingular distributionmultivariate Cox process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Credit risk (91G40)

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