Convergence of classes of subpramarts and games which become better with time

DOI10.1007/BF01210326zbMath0728.60050MaRDI QIDQ805062

Xing-Hong Xue

Publication date: 1991

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

convergence resultsstopping timesoptimal stopping theoremsSnell's envelopesubpramart

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items

Some remarks on pramarts and mils

Cites Work

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• Stopping Time Techniques for Analysts and Probabilists
• Weak Submartingales in the Limit
• Convergence of Classes of Amarts Indexed by Directed Sets
• Convergence theorems of martingales
• On the Expected Value of a Stopped Submartingale
• On the Expected Value of a Stopped Martingale