A note on the stopping theorem of strengthened form
Yong Huo
Abstract
Yong Huo
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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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