Predictability and stopping on lattices of sets

DOI10.1007/BF01192958MaRDI QIDQ1326258zbMATHOpenAlexFDO

Authors B. Gail Ivanoff, Ely Merzbach, Ioana Schiopu Kratina

Publication date 28 August 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01192958

zbMATH Keywords

stopping timestochastic intervalsfiltration indexed by a lattice of setsset-indexed martingales

Mathematics Subject Classification ID

Random fields (60G60) General theory of stochastic processes (60G07)

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Cites work

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• A uniform central limit theorem for set-indexed partial-sum processes with finite variance
• Doob-Meyer decomposition for set-indexed submartingales
• Existence theorems for measures on continous posets, with applications to random set theory.
• Markov processes and random fields
• Markov strategies for optimal control problems indexed by a partially ordered set
• Mesures stochastiques � valeurs dans des espaces L 0
• Optimal stopping and supermartingales over partially ordered sets
• Optional sampling of submartingales indexed by partially ordered sets
• Self-intersections of random fields
• Stopping rules and tactics for processes indexed by a directed set
• The Markov property for generalized Gaussian random fields
• The optional sampling theorem for martingales indexed by directed sets
• The optional sampling theorem for processes indexed by a partially ordered set
• The space D(A) and weak convergence for set-indexed processes
• “Markov Times” for Random Fields

Cited in

(13)

• scientific article; zbMATH DE number 1981886 (Why is no real title available?)
• A martingale characterization of the set-indexed poisson process
• The set-indexed Itô integral
• Stopping and set-indexed local martingales
• On the Doléans function of set-indexed submartingales
• Stochastic integration for set-indexed processes
• A martingale characterization of the set-indexed Brownian motion
• Palm measure duality and conditioning in regenerative sets
• A notion of stopping line for set-indexed processes
• Measuring the ``non-stopping timeness of ends of previsible sets
• Lattices of random sets and progressivity
• Doob-Meyer decomposition for set-indexed submartingales
• What is a multi-parameter renewal process?

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