An essay on the general theory of stochastic processes
From MaRDI portal
Publication:980759
DOI10.1214/154957806000000104zbMath1189.60076arXivmath/0506581OpenAlexW2116377997MaRDI QIDQ980759
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0506581
stopping timessubmartingalesrandom timesgeneral theory of stochastic processesenlargements of filtrationshonest timespseudo-stopping times
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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