Positive Martingales and Their Induced Measures

DOI10.2307/2044605zbMATH Open0548.60043OpenAlexW4245139270MaRDI QIDQ3339864FDOQ3339864

Authors: Bennett Eisenberg, Gan Shixin 

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2044605

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zbMATH Keywords

stopping timesRadon-Nikodym derivativescontinuity and singularityconvergence of positive martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Continuity and singularity of induced measures (60G30)

Cites Work

• Title not available (Why is that?)
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• Title not available (Why is that?)

Cited In (2)

• Title not available (Why is that?)
• Equivalence et orthogonalité des mesures aléatoires engendrées par martingales positives homogènes

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