On ordered stopping times of a Markov process

DOI10.1214/AOP/1176990636zbMATH Open0721.60077OpenAlexW2055317130MaRDI QIDQ2641010FDOQ2641010

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

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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)

Cited In (7)

• A notion of stopping line for set-indexed processes
• Temps d'arrêt optimal des processus non bornes
• On regularity of superprocesses
• Title not available (Why is that?)
• Birth delay of a Markov process and the stopping distributions for regular processes
• Stopping Probabilities for Patterns in Markov Chains
• Title not available (Why is that?)

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