The expected value of an everywhere stopped martingale

DOI10.1214/aop/1176992461zbMath0603.60039MaRDI QIDQ1082713

B. George

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992461

zbMATH Keywords

stopping time; optional sample theorem

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60G40: Stopping times; optimal stopping problems; gambling theory

60G44: Martingales with continuous parameter

Related Items

Leavable Gambling Problems with Unbounded Utilities