Keywords
- Banach Space
- Extreme Point
- Banach Lattice
- Linear Embedding
- Continuous Convex Function
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
J. R. Baxter and R. V. Chacon, Compactness of stopping times. Z. Wahrscheinlichkeitstheorie verw. Gebiete 40(1977), 169–181.
J. R. Baxter and R. V. Chacon, Englargement of σ-algebras and compactness of time changes, Canadian J. Math. 29(1977), 1055–1065.
A. Beck, On the strong law of large numbers, Ergodic Theory (Proc. International Sympos., Tulane Univ., New Orleans, La., 1961), Academic Press, New York (1961), 21–53.
J. R. Blum, D. L. Hanson, and L. H. Koopmans, On the strong law of large numbers for a class of stochastic processes, Z. Wahrscheinlichkeitstheorie verw. Geb. 2(1963), 1–11.
D. L. Burkholder, Successive conditional expectations of an integrable function, Ann. Math. Stat. 33 (1962), 887–893.
Y. S. Chow, H. Robbins, and D. Siegmund, Great expectations: The theory of optimal stopping, Boston: Houghton Mifflin Co. 1971.
B. Davis, Stopping rules for Sn/n and the class L log L, Z. Wahrscheinlichkeitstheorie verw. Geb. 17(1971), 147–150.
B. Davis, Moments of random walk having infinite variance and the existence of certain optimal stopping rules for Sn/n, Illinois J. Math. 17(1973), 75–81.
C. Dellacherie, Convergence en probabilité et topologie de Baxter-Chacon, Université de Strasbourg, Séminaire de Probabilities, année 1976/7, Springer Verlag, Lecture Notes in Math., Vol 649, 1978.
N. Dunford and J. T. Schwartz, Linear Operators, Part I, Interscience, New York 1957.
W. Feller, An Introduction to Probability Theory and its Applications, Vol. II, Wiley, New York 1971.
R. F. Gundy, On the class L log L martingales and singular integrals, Studia Math. 33(1969), 109–118.
J. L. Kelley, I. Namioka, et al, Linear Topological Spaces, Van Nostrand, Princeton 1963.
M. J. Klass, Properties of optimal extended-valued stopping rules for Sn/n, Ann. Probability 5(1973), 719–757.
U. Krengel and L. Sucheston, Stopping rules and tactics for processes indexed by directed sets, J. Multivariate Analysis 11(1981), 199–229.
L. LeCam, An extension of Wald’s theory of statistical decision functions, Ann. Math. Stat. 26(1955), 69–81.
L. H. Loomis, Dilations and extremal measures, Advances in Math. 17(1975), 1–13.
B. J. McCabe and L. A. Shepp, On supremum of Sn/n, Ann. Math. Stat. 41(1970), 2166–2168.
P. A. Meyer, Convergence faible et compacité des temps d’arrêt d’apres Baxter et Chacon, Université de Strasbourg, Séminaire de Probabilités, anneé 1976/7, Springer Verlag, Lecture Notes in Math., Vol 649, 1978.
E. Mourier, Les éléments aléatoires dans un espace de Banach, Ann. Ins. Henri Poincaré 13(1953), 161.
J. Neveu, Discrete Parameter Martingales, North Holland, Amsterdam 1975.
R. R. Phelps, Lectures on Choquet’s theorem, Van Nostrand, New York 1966.
P. Revesz, The laws of large numbers, Academic Press, New York and London 1968.
D. O. Siegmund, Some problems in the theory of optimal stopping, Ann. Math. Stat. 38(1967), 1627–1640.
J. L. Snell, Application of martingale system theorems, Trans. Amer. Math. Soc. 13(1952), 293–312.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1982 Springer-Verlag
About this paper
Cite this paper
Edgar, G.A., Millet, A., Sucheston, L. (1982). On compactness and optimality of stopping times. In: Chao, JA., Woyczyński, W.A. (eds) Martingale Theory in Harmonic Analysis and Banach Spaces. Lecture Notes in Mathematics, vol 939. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096258
Download citation
DOI: https://doi.org/10.1007/BFb0096258
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-11569-4
Online ISBN: 978-3-540-39284-2
eBook Packages: Springer Book Archive
