Structural properties of randomized times
type: Item
instance of: scholarly article
title: Structural properties of randomized times
zbMATH Open document ID: 0597.60068
DOI: 10.1007/BF00334193
publication date: 1986-01-01T00:00:00Z
review text: The authors introduce and explore the algebraic properties of two classes of associated objects: the class of randomized (optional) times and that of their associated random measures. (These could be thought of as a generalization of the notions of time changes and additive functionals). Then they prove some compactness results and apply them to further study of the Skorohod representation problem.
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 3962904
zbMATH Keywords: randomized optional time
zbMATH Keywords: randomized terminal times
zbMATH Keywords: compactness
zbMATH Keywords: results
zbMATH Keywords: Skorohod representation problem
author: Alan F. Karr
author: Arthur O. Pittenger
reviewed by: Henryk Gzyl
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00334193
OpenAlex ID: W2020895149
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 3962904