An essay on the general theory of stochastic processes
From MaRDI portal
Publication:980759
DOI10.1214/154957806000000104zbMath1189.60076arXivmath/0506581MaRDI QIDQ980759
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0506581
stopping times; submartingales; random times; general theory of stochastic processes; enlargements of filtrations; honest times; pseudo-stopping times
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G40: Stopping times; optimal stopping problems; gambling theory
60G07: General theory of stochastic processes
60H05: Stochastic integrals
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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