| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156288 | Stochastic Processes and their Applications | 2007 | 19 Pages |
Abstract
Given a random time, we give some characterizations of the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times. To this end, we introduce some families of martingales with remarkable properties.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Ashkan Nikeghbali,