On the value of a stopped set function process
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In this paper, a measure theoretic framework was proposed to study the class of stopping times for certain types of stochastic processes, which are integrable and adapted to a sequence of σ-algebras on a probability space.About:
This article is published in Journal of Multivariate Analysis.The article was published on 1980-03-01 and is currently open access. It has received 3 citations till now. The article focuses on the topics: Stopping time & Null set.read more
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On the Convergence of a Bounded Amart and a Conjecture of Chatterji
TL;DR: In this article, it was shown that the Radon-Nikodym derivative of a bounded additive set function with respect to a bounded countably additive function converges almost everywhere.
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