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A cut theorem for weakly predictable sets in the plane. (English. Russian original) Zbl 0877.60011

Theory Probab. Math. Stat. 45, 101-104 (1992); translation from Teor. Veroyatn. Mat. Stat., Kiev 45, 104-108 (1991).
Summary: An analogue of a theorem of Dellacherie on sections of random sets on the line is proved for weakly predictable sets in the plane. Necessary and sufficient conditions for weak predictability of a stopping line are found.

MSC:

60D05 Geometric probability and stochastic geometry
60G40 Stopping times; optimal stopping problems; gambling theory
60G25 Prediction theory (aspects of stochastic processes)