Nikeghbali, A (2007). Non-stopping times and stopping theorems. Stochastic Processes and their Applications, 117(4):457-475.
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.
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.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability
Physical Sciences > Modeling and Simulation Physical Sciences > Applied Mathematics |
| Language: | English |
| Date: | 2007 |
| Deposited On: | 02 Nov 2009 12:29 |
| Last Modified: | 03 Dec 2023 02:41 |
| Publisher: | Elsevier |
| ISSN: | 0304-4149 |
| OA Status: | Hybrid |
| Publisher DOI: | https://doi.org/10.1016/j.spa.2006.06.005 |
| Related URLs: | http://arxiv.org/abs/math/0505316 http://www.ams.org/mathscinet-getitem?mr=2305381 |
Nikeghbali, A