Lattices of random sets and progressivity

DOI10.1016/0167-7152(94)00054-CMaRDI QIDQ1344809zbMATH OpenOpenAlexFDO

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

Publication date 22 February 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00054-c

zbMATH Keywords

random setstopping setset-indexed processessigma-algebra of progressively measurable sets

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05)

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Cites work

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• Doob-Meyer decomposition for set-indexed submartingales
• Markov strategies for optimal control problems indexed by a partially ordered set
• Multi-applications mesurables à valeurs convexes compactes
• Optimal stopping and supermartingales over partially ordered sets
• Optional sampling of submartingales indexed by partially ordered sets
• Predictability and stopping on lattices of sets
• Stopping rules and tactics for processes indexed by a directed set
• The optional sampling theorem for martingales indexed by directed sets
• “Markov Times” for Random Fields

Cited in

(5)

• Two random constructions inside lacunary sets
• Random stopping sets in a sequential analysis of random measures and fields
• Properties of Lusin Sets with Applications to Probability
• Random posets, lattices, and lattices terms
• A notion of stopping line for set-indexed processes

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