scientific article; zbMATH DE number 3854102

MaRDI QIDQ3322927zbMATH OpenFDO

Authors Wi Chong Ahn, Bong Dae Choi, Jae Kyu Lim

Publication date 1983

zbMATH Keywords

optionally separable stochastic processstopping timesuniformly integrable

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• Publication:4938939
• A ‘NON-STOPPING’ TIME WITH THE OPTIONAL-STOPPING PROPERTY
• scientific article; zbMATH DE number 3903680
• scientific article; zbMATH DE number 1195828
• scientific article; zbMATH DE number 4034776

Cited in

(7)

• Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos
• On the uniform modulus of continuity for samle paths of the N-parameter Wiener process
• A ‘NON-STOPPING’ TIME WITH THE OPTIONAL-STOPPING PROPERTY
• Uniform Decay and Equicontinuity for Normalized, Parameter Dependent, ITO Integrals
• scientific article; zbMATH DE number 3998902 (Why is no real title available?)
• A uniform definition of stochastic process calculi
• Hyperamarts: Conditions for regularity of continuous parameter processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3322927)