WANG Rongming, WANG Zhenpeng. Doob’s Stopping Theorem for Set-valued （Super, Sub） Martingales with Discrete ParametersJ. Chinese Journal of Applied Probability and Statistics, 1998, 14(2): 203-212.
Citation: WANG Rongming, WANG Zhenpeng. Doob’s Stopping Theorem for Set-valued （Super, Sub） Martingales with Discrete ParametersJ. Chinese Journal of Applied Probability and Statistics, 1998, 14(2): 203-212.
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Doob’s Stopping Theorem for Set-valued （Super, Sub） Martingales with Discrete Parameters

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  • In this paper we establish all kinds of Doob’s stopping theorems for more general set-valued （super, sub） martingales, extending and improving earlier results of N.S. Papageorgiou 10 and Zhang, Wang, Gao 13.
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