An optional stopping theorem for nonadapted martingales
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Publication:1273037
DOI10.1016/S0167-7152(98)00068-6zbMath0922.60042MaRDI QIDQ1273037
Publication date: 2 March 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)
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