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  4. Optimal stopping of two-parameter processes on nonstandard probability spaces
 
research article

Optimal stopping of two-parameter processes on nonstandard probability spaces

Dalang, Robert C.  
1989
Transactions of the American Mathematical Society
  • Details
  • Metrics
Type
research article
DOI
10.2307/2001425
Author(s)
Dalang, Robert C.  
Date Issued

1989

Published in
Transactions of the American Mathematical Society
Volume

313

Issue

2

Start page

697

End page

719

Subjects

nonstandard analysis

•

optimal stopping problem

•

randomized stopping times

•

nonstandard probability theory

•

Loeb spaces

•

conditional independence property

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
December 1, 2008
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/32011
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