Publication: Non-stopping times and stopping theorems
Non-stopping times and stopping theorems
Date
Date
Date
2007
Journal Article
Published version
Citations
Nikeghbali, A. (2007). Non-stopping times and stopping theorems. Stochastic Processes and Their Applications, 117(4), 457–475. https://doi.org/10.1016/j.spa.2006.06.005
Abstract
Abstract
Abstract
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.
Metrics
Downloads
102 since deposited on 2009-11-02
96last week
Acq. date: 2025-11-10
Views
96 since deposited on 2009-11-02
95last week
Acq. date: 2025-11-09
Additional indexing
Creators (Authors)
- Nikeghbali, A
Journal/Series Title
Journal/Series Title
Journal/Series Title
Volume
Volume
Volume
117
Number
Number
Number
4
Page Range
Page Range
Page Range
457
Page end
Page end
Page end
475
Item Type
Item Type
Item Type
Journal Article
In collections
Language
Language
Language
English
Publication date
Publication date
Publication date
2007
Date available
Date available
Date available
2009-11-02
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
0304-4149
OA Status
OA Status
OA Status
Hybrid
Publisher DOI
Related URLs
Related URLs
Related URLs
Metrics
Downloads
102 since deposited on 2009-11-02
96last week
Acq. date: 2025-11-10
Views
96 since deposited on 2009-11-02
95last week
Acq. date: 2025-11-09
Citations
Nikeghbali, A. (2007). Non-stopping times and stopping theorems. Stochastic Processes and Their Applications, 117(4), 457–475. https://doi.org/10.1016/j.spa.2006.06.005
Hybrid Open Access
Loading...
Permanent URL
Files
Files
Files
Files available to download:2
Files
Files
Files
Files available to download:2