Ordered Skorokhod stopping for a sequence of measures

DOI10.1214/AOP/1176990637zbMATH Open0725.60081OpenAlexW2052032470MaRDI QIDQ2277672FDOQ2277672

Authors: Yanyan Li 

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990637

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zbMATH Keywords

monotonicity propertyrandomized stopping timesMarkov propertyright Markov processSkorokhod stopping schemessupermartingale properties

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Right processes (60J40) Probabilistic potential theory (60J45)

Cited In (2)

• On ordered stopping times of a Markov process
• Title not available (Why is that?)

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