Ordered Skorokhod stopping for a sequence of measures

DOI10.1214/AOP/1176990637MaRDI QIDQ2277672zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• On ordered stopping times of a Markov process
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Cited in

(2)

• On ordered stopping times of a Markov process
• scientific article; zbMATH DE number 4050691 (Why is no real title available?)

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