Stopping for two-dimensional stochastic processes

DOI10.1016/0304-4149(80)90004-6MaRDI QIDQ1137312zbMATH OpenOpenAlexFDO

Authors Ely Merzbach

Publication date 1980

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

Full work available at URL https://doi.org/10.1016/0304-4149(80)90004-6

zbMATH Keywords

martingalestopping linepredictable setdebut of progressive set

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Cites work

• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane

Cited in

(18)

• On right continuity of a family of two-parameter \(\sigma \)-fields
• Sur la r�gularit� des trajectoires des Martingales � deux indices
• Th�or�mes de section et de projection pour les processus a deux indices
• Arr�t Optimal sur le Plan
• Inequalities and duality results with respect to two-parameter strong martingales
• R�gions d'arr�t, localisations et prolongements de martingales
• Filtrations for the two parameter jump process
• A notion of stopping line for set-indexed processes
• scientific article; zbMATH DE number 3840972 (Why is no real title available?)
• The past of a stopping point and stopping for two-parameter processes
• Strong solutions of stochastic differential equations for multiparameter processes
• Two parameter optimal stopping and bi-Markov processes
• Quasimartingales on partially ordered sets
• On an Optimal Stopping Problem for Multi-Parameter Diffusion Processes
• Stochastic integrals of point processes and the decomposition of two- parameter martingales
• A note on the localization of two-parameter processes
• Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients
• Duality results and inequalities with respect to Hardy spaces containing function sequences

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