Set-Indexed Stochastic Processes and Predictability

DOI10.1137/1137011MaRDI QIDQ4007606zbMATH OpenOpenAlexFDO

Authors B. Gail Ivanoff, Ely Merzbach

Publication date 27 September 1992

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1137011

zbMATH Keywords

Doob-Meyer decompositionlocal martingalesoptional samplingset-indexed martingalesstochastic intervals defined by stopping setsweak convergence

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Cited in

(3)

• Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
• scientific article; zbMATH DE number 4216817 (Why is no real title available?)
• Limit theorems for sums of random fuzzy sets

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