RT Journal Article
T1 The optional sampling theorem for submartingales in the sequentially planned context.
A1 Fenoy Muñoz, María Del Mar
A1 Ibarrola Muñoz, Pilar
AB The optional sampling theorem is considered in the sequentially planned context. We prove the optional sampling theorem for direct successors and for sampling plans with a finite number of stages. Also, the theorem is studied in the general case under a uniform integrability condition; we obtain it for submartingales with a last element, and for submartingales that verify a bounded condition based on uniform integrability.
PB Elsevier
SN 0167-7152
YR 2007
FD 2007
LK https://hdl.handle.net/20.500.14352/49886
UL https://hdl.handle.net/20.500.14352/49886
LA eng
NO Fenoy Muñoz, M. M. & Ibarrola Muñoz, P. «The Optional Sampling Theorem for Submartingales in the Sequentially Planned Context». Statistics & Probability Letters, vol. 77, n.o 8, abril de 2007, pp. 826-31. DOI.org (Crossref), https://doi.org/10.1016/j.spl.2006.12.002.
DS Docta Complutense
RD 16 abr 2025