Stopping and set-indexed local martingales

DOI10.1016/0304-4149(95)90004-FzbMath0826.60037OpenAlexW2068834914MaRDI QIDQ1890715

Ely Merzbach, B. Gail Ivanoff

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)90004-f

zbMATH Keywords

Doob-Meyer decompositionlocal martingaleoptional sampling theoremsset-indexed local martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items

A martingale characterization of the set-indexed Brownian motion ⋮ A notion of stopping line for set-indexed processes ⋮ A martingale characterization of the set-indexed poisson process ⋮ Supermartingale decomposition with a general index set ⋮ A strong Markov property for set-indexed processes ⋮ The set-indexed Itô integral

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