Which Functions of Stopping Times are Stopping Times?
Dubins, Lester E.
Ann. Probab., Tome 1 (1973) no. 5, p. 313-316 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Some functions of stopping times are necessarily stopping times, but others need not be. For example, the sum $\tau_1 + \tau_2$ of two stopping times is, while for stochastic processes in continuous time, the product $\tau_1 \cdot \tau_2$ need not be. Determined here for each positive integer $n$ are those functions $\phi$ for which $\phi(\tau)$ is a stopping time for all $n$-triples of stopping times $\tau = \tau_1, \cdots, \tau_n$.
Publié le : 1973-04-14
Classification:  Stopping times,  stop rules,  stochastic processes,  60G40,  60J25 
@article{1176996983,
     author = {Dubins, Lester E.},
     title = {Which Functions of Stopping Times are Stopping Times?},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 313-316},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996983}
}

Dubins, Lester E. Which Functions of Stopping Times are Stopping Times?. Ann. Probab., Tome 1 (1973) no. 5, pp.  313-316. http://gdmltest.u-ga.fr/item/1176996983/