Which Functions of Stopping Times are Stopping Times?
نویسندگان
چکیده
منابع مشابه
Non Stopping times and Stopping Theorems
Given a random time, we give some characterizations of the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times. To this end, we introduce some families of martingales with remarkable properties. DOI: https://doi.org/10.1016/j.spa.2006.06.005 Posted at the Zurich Open Repository and Arch...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1973
ISSN: 0091-1798
DOI: 10.1214/aop/1176996983