Non-stopping times and stopping theorems

DOI10.1016/j.spa.2006.06.005zbMath1121.60046arXivmath/0505316MaRDI QIDQ875907

Ashkan Nikeghbali

Publication date: 16 April 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505316

zbMATH Keywords

martingales; optional stopping theorem; progressive enlargement of filtrations; random times; zeros of continuous martingales

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

60G44: Martingales with continuous parameter

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