A notion of stopping line for set-indexed processes

DOI10.1007/s10959-006-0015-4zbMath1107.60019OpenAlexW2069924497MaRDI QIDQ867070

Diane Saada, Dean A. Slonowsky

Publication date: 14 February 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-006-0015-4

zbMATH Keywords

stopping setannouncabilitydébutdecreasing line

Mathematics Subject Classification ID

Random fields (60G60) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic processes (60G99)

Cites Work

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• Stopping a two parameter weak martingale
• Stopping for two-dimensional stochastic processes
• Predictability and stopping on lattices of sets
• Lattices of random sets and progressivity
• Stopping and set-indexed local martingales
• The set-indexed Itô integral

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