2001Basic Sciences Journal of Textile UniversitiesRequires access

A note on the stopping theorem of strengthened form

Yong Huo

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Abstract

The stopping theorem of strengthened form of two parameter right continuous strong martingale (strong super martingale,strong sub martingale) on stopping line under normal F 1-F 3 conditions is proved and generalized.

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What this paper is about

The stopping theorem of strengthened form of two parameter right continuous strong martingale (strong super martingale,strong sub martingale) on stopping line under normal F 1-F 3 conditions is proved and generalized.

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Available abstract

The stopping theorem of strengthened form of two parameter right continuous strong martingale (strong super martingale,strong sub martingale) on stopping line under normal F 1-F 3 conditions is proved and generalized.

Key concepts: Optional stopping theorem, Martingale (probability theory), Mathematics, Doob's martingale inequality, Stopping time, Local martingale, Martingale difference sequence, Pure mathematics

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