On randomized stopping times.
Arenas Solá, Concepción
Trabajos de Estadística, Tome 5 (1990), p. 3-7 / Harvested from Biblioteca Digital de Matemáticas

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.

Publié le : 1990-01-01
DMLE-ID : 3176
@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/