A ‘NON-STOPPING’ TIME WITH THE OPTIONAL-STOPPING PROPERTY

DOI10.1112/S0024609302001303zbMath1026.60049OpenAlexW2067277629MaRDI QIDQ3152395

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Publication date: 22 October 2002

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/s0024609302001303

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Related Items (5)

Non-stopping times and stopping theorems ⋮ Enlargements of filtrations and path decompositions at non stopping times ⋮ Change of measure up to a random time: details ⋮ A definition and some characteristic properties of pseudo-stopping times ⋮ Projections, Pseudo-Stopping Times and the Immersion Property

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