Non Stopping times and Stopping Theorems
نویسنده
چکیده
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 Archive, University of Zurich ZORA URL: https://doi.org/10.5167/uzh-21571 Accepted Version Originally published at: Nikeghbali, A (2007). Non-stopping times and stopping theorems. Stochastic Processes and their Applications, 117(4):457-475. DOI: https://doi.org/10.1016/j.spa.2006.06.005 ar X iv :m at h/ 05 05 31 6v 2 [ m at h. PR ] 2 A ug 2 00 7 NON STOPPING TIMES AND STOPPING THEOREMS
منابع مشابه
On a dyadic approximation of predictable processes of finite variation
We show that any càdlàg predictable process of finite variation is an a.s. limit of elementary predictable processes; it follows that predictable stopping times can be approximated ‘from below’ by predictable stopping times which take finitely many values. We then obtain as corollaries two classical theorems: predictable stopping times are announceable, and an increasing process is predictable ...
متن کاملLimit Theorems for Mixed Max–sum Processes with Renewal Stopping
This article is devoted to the investigation of limit theorems for mixed max–sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems. 1. Introduction. The main object of this article is the derivation of a number of limit theorems for mixed max–sum processes with renewal stopping. Such processes are constructed ...
متن کاملStopping Games in Continuous Time
We study two-player zero-sum stopping games in continuous time and infinite horizon. We prove that the value in randomized stopping times exists as soon as the payoff processes are right-continuous. In particular, as opposed to existing literature, we do not assume any conditions on the relations between the payoff processes. We also show that both players have simple ε-optimal randomized stopp...
متن کاملComparing different stopping criteria for fuzzy decision tree induction through IDFID3
Fuzzy Decision Tree (FDT) classifiers combine decision trees with approximate reasoning offered by fuzzy representation to deal with language and measurement uncertainties. When a FDT induction algorithm utilizes stopping criteria for early stopping of the tree's growth, threshold values of stopping criteria will control the number of nodes. Finding a proper threshold value for a stopping crite...
متن کاملThe Comparison of the shares of stopping power in a soft tissue-equivalent material
Introduction: Proton therapy is a type of radiation treatment that it uses protons to treat cancer. Because of the protons’ unique ability to distribute the radiation dose more directly to the tumor, it minimizes the damage to nearby healthy tissues. The rate of energy loss by the ion in the target is called stopping power. The total stopping power is sum nuclear and electroni...
متن کامل