Optional processes with non-exploding realized power variation along stopping times are làglàd

DOI10.1214/ECP.V16-1591MaRDI QIDQ5894264zbMATH OpenFDO

Authors Christoph Kühn, Marc Teusch

Publication date 9 September 2011

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticled8b1.html

zbMATH Keywords

path propertiespower variationstopping times

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80)

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