Stopping Times and Directed Processes

DOI10.1017/CBO9780511574740MaRDI QIDQ3564723zbMATH OpenOpenAlexFDO

Authors G. A. Edgar, Louis Sucheston

Publication date 26 May 2010

Full work available at URL https://doi.org/10.1017/cbo9780511574740

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probability measures on topological spaces (60B05) Foundations of stochastic processes (60G05) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Random fields (60G60)

Cited in

(6)

• Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables
• Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
• Mean ergodic theorems in symmetric spaces of measurable functions
• Local ergodic theorems in symmetric spaces of measurable operators
• Surplus-invariant risk measures
• Smallest order closed sublattices and option spanning

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