ON EXPECTED VALUE OF A STOPPED STOCHASTIC SEQUENCE

被引：2

作者：

STOUT, WF

CHOW, YS

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1969年 / 40卷 / 02期

关键词：

D O I：

10.1214/aoms/1177697710

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：456 / &

共 6 条

[1] ON EXPECTED VALUE OF A STOPPED SUBMARTINGALE [J].

CHOW, YS .

ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (02) :608-&

[2]

CHOW YS, 1960, T AM MATH SOC, V97, P254

[3]

Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[4] ON EXPECTED VALUE OF A STOPPED MARTINGALE [J].

DUBINS, LE ;

FREEDMAN, DA .

ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06) :1505-&

[5] SOME PROBLEMS IN THEORY OF OPTIMAL STOPPING RULES [J].

SIEGMUND, DO .

ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06) :1627-&

[6]

[No title captured]