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oai:docta.ucm.es:20.500.14352/498862024-07-18T15:06:58Zcom_20.500.14352_14col_20.500.14352_15

The optional sampling theorem for submartingales in the sequentially planned context. Fenoy Muñoz, María Del Mar Ibarrola Muñoz, Pilar 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. 2023-06-20T09:33:13Z 2023-06-20T09:33:13Z 2023-06-20T09:33:13Z 2007 journal article https://hdl.handle.net/20.500.14352/49886 0167-7152 10.1016/j.spl.2006.12.002 eng 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. restricted access Elsevier