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Título:
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The optional sampling theorem for submartingales in the sequentially planned context.
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Autores:
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Fenoy, Mar ;
Ibarrola Muñoz, Pilar
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Tipo de documento:
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texto impreso
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Editorial:
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Elsevier, 2007
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/restrictedAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Probabilidades
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Tipo = Artículo
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Resumen:
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The optional sampling theorem is considered in the sequentially planned context. We prove the optional sampling theorem for direct successors and for sampling plans with a finite number of stages. Also, the theorem is studied in the general case under a uniform integrability condition; we obtain it for submartingales with a last element, and for submartingales that verify a bounded condition based on uniform integrability.
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En línea:
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https://eprints.ucm.es/id/eprint/15054/1/01.pdf
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