Stopping times and tightness for multiparameter martingales
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Publication:1916238
DOI10.1016/0167-7152(95)00103-4zbMath0854.60005OpenAlexW2031951750MaRDI QIDQ1916238
Publication date: 2 July 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00103-4
Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Convergence of probability measures (60B10)
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