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Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping
Author(s) -
Buckdahn R.,
Engelbert H. J.
Publication year - 1984
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/mana.19841150117
Subject(s) - mathematics , citation , optional stopping theorem , stopping time , optimal stopping , mathematical economics , combinatorics , statistics , library science , computer science