The optional sampling theorem for processes indexed by a partially ordered set
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Publication:1064656
DOI10.1214/aop/1176992807zbMath0576.60037OpenAlexW2036106336MaRDI QIDQ1064656
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992807
Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)
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Predictability and stopping on lattices of sets ⋮ Stopping and set-indexed local martingales ⋮ Point processes indexed by directed sets ⋮ General branching processes as Markov fields ⋮ Optional Sampling Theorem for Deformed Submartingales ⋮ Optional sampling of submartingales with scanned index sets ⋮ Supermartingale decomposition with a general index set ⋮ The set-indexed bandit problem.
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