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/