Set-Indexed Stochastic Processes and Predictability
From MaRDI portal
Publication:4007606
DOI10.1137/1137011zbMath0794.60044MaRDI QIDQ4007606
Publication date: 27 September 1992
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1137011
weak convergence; Doob-Meyer decomposition; set-indexed martingales; local martingales; optional sampling; stochastic intervals defined by stopping sets
60G48: Generalizations of martingales
Related Items
Limit theorems for sums of random fuzzy sets, Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities