Generalization of Doob's optional sampling theorem for deformed submartingales
I. V. Pavlov, O. V. Nazarko
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References
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1. |
A. N. Shiryaev, O martingalnykh metodakh v zadachakh o peresechenii granits brounovskim dvizheniem, Sovr. probl. matem., 8, MIAN, M., 2007, 80 pp. |
2. |
O. V. Nazarko, I. V. Pavlov, Vestn. Rostov. gos. un-ta putei soobscheniya, 2012, no. 1(45), 200–208 |
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