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A potential theoretic approach to martingale theory. (English) Zbl 0483.60069

Statistics and probability: Essays in Honor of C. R. Rao, 227-231 (1982).

MSC:

60J45 Probabilistic potential theory
60G44 Martingales with continuous parameter
60G40 Stopping times; optimal stopping problems; gambling theory

Citations:

Zbl 0474.00011