A definition and some characteristic properties of pseudo-stopping times

Annals of Probability

Volumn 33, Issue 5, 2005, Pages 1804-1824

  Nikeghbali, Ashkan ^a,b   Yor, Marc ^a  

^a SORBONNE UNIVERSITÉ   (France)

^b CREST   (France)

Author keywords

General theory of processes; Martingales; Optional stopping theorem; Progressive enlargement of nitrations; Random times

Indexed keywords

EID: 27644492333     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117905000000297     Document Type: Article

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