Hyperamarts: Conditions for regularity of continuous parameter processes

DOI10.1016/0047-259X(84)90009-5zbMath0531.60045OpenAlexW2035092314MaRDI QIDQ788392

Bong Dae Choi

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90009-5

zbMATH Keywords

stopping timemartingaleRiesz decompositionamartcontinuity of trajectorieshyperamartright and left limits

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Sample path properties (60G17)

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