On randomized stopping times.

Concepción Arenas Solá

Trabajos de Estadística (1990)

  • Volume: 5, Issue: 2, page 3-7
  • ISSN: 0213-8190

Abstract

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In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.

How to cite

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Arenas Solá, Concepción. "On randomized stopping times.." Trabajos de Estadística 5.2 (1990): 3-7. <http://eudml.org/doc/40569>.

@article{ArenasSolá1990,
abstract = {In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.},
author = {Arenas Solá, Concepción},
journal = {Trabajos de Estadística},
keywords = {Tiempo de parada; Aleatorio; Propiedades extremales; characterization of the extremal elements; randomized stopping times; optimal projection},
language = {eng},
number = {2},
pages = {3-7},
title = {On randomized stopping times.},
url = {http://eudml.org/doc/40569},
volume = {5},
year = {1990},
}

TY - JOUR
AU - Arenas Solá, Concepción
TI - On randomized stopping times.
JO - Trabajos de Estadística
PY - 1990
VL - 5
IS - 2
SP - 3
EP - 7
AB - In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.
LA - eng
KW - Tiempo de parada; Aleatorio; Propiedades extremales; characterization of the extremal elements; randomized stopping times; optimal projection
UR - http://eudml.org/doc/40569
ER -

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