The optional sampling theorem for processes indexed by a partially ordered set

DOI10.1214/AOP/1176992807MaRDI QIDQ1064656zbMATH OpenOpenAlexFDO

Authors Harry E. Hürzeler

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

zbMATH Keywords

associated measureoptional sampling theoremstrong martingalesstrong supermartingales

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Generalizations of martingales (60G48)

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• General branching processes as Markov fields
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• Predictability and stopping on lattices of sets
• Stopping and set-indexed local martingales
• Corrigendum to: ``Stopped processes and Doob's optional sampling theorem
• The set-indexed bandit problem.
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