A 'non-stopping' time with the optional-stopping property

被引：10
|
作者：
Williams, D [1 ]
机构：
[1] Univ Coll Swansea, Dept Math, Swansea SA2 8PP, W Glam, Wales
来源：
BULLETIN OF THE LONDON MATHEMATICAL SOCIETY | 2002年 / 34卷
关键词：
D O I：
10.1112/S0024609302001303
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
An example is given of a random time rho associated with Brownian motion such that rho is not a stopping time but EMrho = EMo for every uniformly integrable martingale M.
引用
收藏
页码：610 / 612
页数：3
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