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

页码：610 / 612

页数：3

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