Stochastic process measurability conditions

DOI10.5802/AIF.577MaRDI QIDQ1846302zbMATH OpenOpenAlexWikidataFDO

Authors Joseph Leo Doob

Publication date 1975

Published in Annales de l’institut Fourier (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIF_1975__25_3-4_163_0, https://eudml.org/doc/74239

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05)

Cites work

• scientific article; zbMATH DE number 3383357 (Why is no real title available?)
• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• Pointwise convergence in terms of expectations
• Th�orie des processus stochastiques g�n�raux applications aux surmartingales

Cited in

(7)

• Continuous lunches are free plus the design of optimal optimization algorithms
• On linear stochastic equations of optional semimartingales and their applications
• Optimal stopping under model uncertainty and the regularity of lower Snell envelopes
• Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition
• Semimartingale price systems in models with transaction costs beyond efficient friction
• Hyperamarts: Conditions for regularity of continuous parameter processes
• Amarts: A class of asymptotic martingales. II: Continuous parameter

This page was built for publication: Stochastic process measurability conditions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1846302)