Predictability and stopping on lattices of sets

DOI10.1007/BF01192958zbMATH Open0794.60025OpenAlexW1985169537MaRDI QIDQ1326258FDOQ1326258

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

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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)

Cites Work

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Cited In (13)

• Palm measure duality and conditioning in regenerative sets
• Doob-Meyer decomposition for set-indexed submartingales
• On the Doléans function of set-indexed submartingales
• 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
• The set-indexed Itô integral
• Title not available (Why is that?)
• A martingale characterization of the set-indexed poisson process
• Stopping and set-indexed local martingales
• What is a multi-parameter renewal process?
• A martingale characterization of the set-indexed Brownian motion
• Stochastic integration for set-indexed processes

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