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

DOI10.1214/AOP/1176992807zbMATH Open0576.60037OpenAlexW2036106336MaRDI QIDQ1064656FDOQ1064656

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

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zbMATH Keywords

associated measureoptional sampling theoremstrong martingalesstrong supermartingales

Mathematics Subject Classification ID

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

Cited In (12)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Supermartingale decomposition with a general index set
• Point processes indexed by directed sets
• General branching processes as Markov fields
• Optional Sampling Theorem for Deformed Submartingales
• The optional sampling theorem for submartingales in the sequentially planned context
• Optional sampling of submartingales with scanned index sets
• 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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