dc.contributor.author | Nualart, David | |
dc.date.accessioned | 2015-03-11T21:23:23Z | |
dc.date.available | 2015-03-11T21:23:23Z | |
dc.date.issued | 1992-08-02 | |
dc.identifier.citation | Nualart, David. Randomized Stopping Points and Optimal Stopping on the Plane. Ann. Probab. 20 (1992), no. 2, 883--900. http://dx.doi.org/10.1214/aop/1176989810. | en_US |
dc.identifier.uri | http://hdl.handle.net/1808/17059 | |
dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176989810. | en_US |
dc.description.abstract | We prove that in continuous time, the extremal elements of the set of adapted random measures on R2+ are Dirac measures, assuming the underlying filtration satisfies the conditional qualitative independence property. This result is deduced from a theorem in discrete time which provides a correspondence between adapted random measures on N2 and two-parameter randomized stopping points in the sense of Baxter and Chacon. As an application we show the existence of optimal stopping points for upper semicontinuous two-parameter processes in continuous time. | en_US |
dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
dc.subject | Optimal stopping | en_US |
dc.subject | two-parameter processes | en_US |
dc.subject | randomized stopping point | en_US |
dc.title | Randomized Stopping Points and Optimal Stopping on the Plane | en_US |
dc.type | Article | |
kusw.kuauthor | Nualart, David | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1214/aop/1176989810 | |
kusw.oaversion | Scholarly/refereed, publisher version | |
kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
dc.rights.accessrights | openAccess | |