Optional skipping of martingale differences and related sequences

zbMATH Open0887.60055MaRDI QIDQ1374096FDOQ1374096

Authors: Benedikt M. Pötscher 

Publication date: 1 June 1998

Published in: Metron (Search for Journal in Brave)

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zbMATH Keywords

martingale difference sequenceoptional samplingoptional skipping

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (1)

• Doob, Ignatov and optional skipping.

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