A "Fatou Equation" for Randomly Stopped Variables

DOI10.1214/AOMS/1177693082MaRDI QIDQ5633378zbMATH OpenOpenAlexFDO

Authors William D. Sudderth

Publication date 1971

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177693082

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cited in

(12)

• Stationary policies and Markov policies in Borel dynamic programming
• Convergence of stopped random variables
• Some special properties of conditional expectation
• A contribution to the theory of asymptotic martingales
• Some inequalities for randomly stopped variables with applications to pointwise convergence
• Generalized kolmogorov inequalities for martingales
• Countably additive gambling and optimal stopping
• Optimal stopping and almost sure convergence of random sequences
• Several stability properties of the class of asymptotic martingales
• On the chance to visit a goal set infinitely often
• A Fatou equation for a two-parameter stochastic process
• Finitely additive and measurable stochastic games

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