In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.
@article{urn:eudml:doc:40569, title = {On randomized stopping times.}, journal = {Trabajos de Estad\'\i stica}, volume = {5}, year = {1990}, pages = {3-7}, zbl = {0732.60058}, language = {en}, url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40569} }
Arenas Solá, Concepción. On randomized stopping times.. Trabajos de Estadística, Tome 5 (1990) pp. 3-7. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40569/