Institute of Mathematical Statistics Lecture Notes - Monograph Series

Complete lattices of probability measures with applications to martingale theory

Robert P. Kertz and Uwe Rösler

Full-text: Open access

Chapter information

Source
F. Thomas Bruss, and Lucien Le Cam, eds. Game theory, optimal stopping, probability and statistics: Papers in honor of Thomas S. Ferguson (Beachwood, OH: Institute of Mathematical Statistics, 2000), 153-177

Dates
First available in Project Euclid: 3 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215089751

Digital Object Identifier
doi:10.1214/lnms/1215089751

Mathematical Reviews number (MathSciNet)
MR1833858

Zentralblatt MATH identifier
0996.60018

Subjects
Primary: 60E15: Inequalities; stochastic orderings
Secondary: 28A33: Spaces of measures, convergence of measures [See also 46E27, 60Bxx] 60G40: Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60] 60G44: Martingales with continuous parameter

Rights
Copyright © 2000, Institute of Mathematical Statistics

Citation

Kertz, Robert P.; Rösler, Uwe. Complete lattices of probability measures with applications to martingale theory. Game theory, optimal stopping, probability and statistics, 153--177, Institute of Mathematical Statistics, Beachwood, OH, 2000. doi:10.1214/lnms/1215089751. https://projecteuclid.org/euclid.lnms/1215089751


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