The Stopping Theorem About Stopping Domain
Jimin Ye
Abstract
Jimin Ye
Abstract
The definition of stopping domain was given. It was proven that the stopping domain is equivalent to Cairoli-Walsh's stopping neighbourhood of origin and Chevalier's stopping field. The stopping theorem of the stopping field, and the strengthening form and predictable form of the stopping theorem are obtained.
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The definition of stopping domain was given. It was proven that the stopping domain is equivalent to Cairoli-Walsh's stopping neighbourhood of origin and Chevalier's stopping field. The stopping theorem of the stopping field, and the strengthening form and predictable form of the stopping theorem are obtained.
Key concepts: Stopping time, Optional stopping theorem, Optimal stopping, Domain (mathematical analysis), Mathematics, Discrete mathematics, Mathematical analysis, Statistics