Stopping for two-dimensional stochastic processes
type: Item
instance of: scholarly article
title: Stopping for two-dimensional stochastic processes
zbMATH Open document ID: 0428.60050
DOI: 10.1016/0304-4149(80)90004-6
author: Ely Merzbach
published in: Stochastic Processes and their Applications
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 3667716
zbMATH Keywords: debut of progressive set
zbMATH Keywords: predictable set
zbMATH Keywords: stopping line
zbMATH Keywords: martingale
MaRDI profile type: Publication
full work available at URL: 0304-4149(80)90004-6
OpenAlex ID: W2002417298
cites work: Stochastic integrals in the plane
cites work: Q5658888
cites work: Weak martingales and stochastic integrals in the plane
description: scientific article; zbMATH DE number 3667716