Abstract
The implication of Doob's optional sampling theorem in general fails to hold for submartingales with partially ordered index sets. Under an additional assumption on the index set (scanning property) we prove optional sampling theorems which are general enough to cover all previous results and, moreover, can be applied for continuous time sampling plans.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.