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  • 60-XX Probability theory and stochastic processes
  • 60Gxx Stochastic processes
  • 60G40 Stopping times; optimal stopping problems; gambling theory

60Gxx Stochastic processes

  • 60G05 Foundations of stochastic processes
  • 60G07 General theory of processes
  • 60G09 Exchangeability
  • 60G10 Stationary processes
  • 60G12 General second-order processes
  • 60G15 Gaussian processes
  • 60G17 Sample path properties
  • 60G18 Self-similar processes
  • 60G20 Generalized stochastic processes
  • 60G22 Fractional processes, including fractional Brownian motion
  • 60G25 Prediction theory
  • 60G30 Continuity and singularity of induced measures
  • 60G35 Signal detection and filtering
  • 60G40 Stopping times; optimal stopping problems; gambling theory
  • 60G42 Martingales with discrete parameter
  • 60G44 Martingales with continuous parameter
  • 60G46 Martingales and classical analysis
  • 60G48 Generalizations of martingales
  • 60G50 Sums of independent random variables; random walks
  • 60G51 Processes with independent increments; Lévy processes
  • 60G52 Stable processes
  • 60G55 Point processes
  • 60G57 Random measures
  • 60G60 Random fields
  • 60G70 Extreme value theory; extremal processes
  • 60G99 None of the above, but in this section
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Optimum stopping rules on the sequence of statistically dependent vectors

Jiří Cochlar (1980)

Kybernetika

Order Dentability and the Radon-Nikodym Property in Banach Lattices.

N. Ghoussoub, M. Talagrand (1979)

Mathematische Annalen

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