Optimal predictable transforms

DOI10.1080/17442508108833186MaRDI QIDQ3925625zbMATH OpenOpenAlexFDO

Authors D. P. Kennedy

Publication date 1981

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508108833186

zbMATH Keywords

optimal stoppingpredictable transform

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42)

Cites work

• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Martingale Transforms
• Optimal stopping and almost sure convergence of random sequences
• Transforms of Stochastic Processes

Cited in

(1)

• A sequential game and envelopes of stochastic processes

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