Randomized stopping points and optimal stopping on the plane
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Publication:1196944
DOI10.1214/aop/1176989810zbMath0758.60042OpenAlexW2113445872MaRDI QIDQ1196944
Publication date: 16 January 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989810
two-parameter processesrandomized stopping pointsadapted random measuresexistence of optimal stopping points
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