On ordered stopping times of a Markov process

DOI10.1214/AOP/1176990636MaRDI QIDQ2641010zbMATH OpenOpenAlexFDO

Authors Patrick J. Fitzsimmons

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/1176990636

zbMATH Keywords

stopping timerandomized stopping timesstrong Markov processBaxter- Chacon compactness theorem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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• Temps d'arrêt optimal des processus non bornes
• On regularity of superprocesses
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• Birth delay of a Markov process and the stopping distributions for regular processes
• Stopping Probabilities for Patterns in Markov Chains

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