scientific article; zbMATH DE number 1047460

MaRDI QIDQ4349233zbMATH OpenFDO

Authors L. Galtchouk, A. Novikov

Publication date 6 October 1997

Full work available at URL http://www.numdam.org/item?id=SPS_1997__31__126_0, https://eudml.org/doc/113947

zbMATH Keywords

discrete parameter martingalesWald's equation

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42)

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Cited in

(3)

• Tsirel'son's equation in discrete time
• The tail estimation of the quadratic variation of a quasi left continuous local martingale
• The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues

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