Stopping times and tightness for multiparameter martingales
type: Item
instance of: scholarly article
title: Stopping times and tightness for multiparameter martingales
zbMATH Open document ID: 0854.60005
DOI: 10.1016/0167-7152(95)00103-4
published in: Statistics \& Probability Letters
publication date: 1996-07-02T00:00:00Z
review text: Two theorems of Aldous on stopping times and tightness are extended to multiparameter strong martingales.
reviewed by: Ferenc Weisz
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 896117
zbMATH Keywords: weak convergence
zbMATH Keywords: stopping times
zbMATH Keywords: tightness
zbMATH Keywords: strong martingales
author: B. Gail Ivanoff
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00103-4
OpenAlex ID: W2031951750
cites work: Stopping times and tightness
cites work: Stopping times and tightness. II
cites work: Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
cites work: The function space D([O, ∞)ρ, E)
cites work: Q3766586
cites work: Q3774616
description: scientific article; zbMATH DE number 896117