Author:
Barnett Chris,Lyons Terry
Abstract
Stopping times are a powerful tool in the theory of stochastic processes, so it is natural to ask whether they have a counterpart in the theory of non-commutative processes. This paper is a part answer to that question. We show that the ‘formalism’ of stopping times carries over to a non-commutative context and prove an Optional Stopping Theorem.
Publisher
Cambridge University Press (CUP)
Cited by
15 articles.
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