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A Central Limit Theorem for the Optimal Selection Process for Monotone Subsequences of Maximum Expected Length

par Bruss, F Thomas ;Delbaen, Freddy
Référence Stochastic processes and their applications, 114, page (287-311)
Publication Publié, 2005

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Titre:	A Central Limit Theorem for the Optimal Selection Process for Monotone Subsequences of Maximum Expected Length
Auteur:	Bruss, F Thomas; Delbaen, Freddy
Informations sur la publication:	Stochastic processes and their applications, 114, page (287-311)
Statut de publication:	Publié, 2005
Sujet CREF:	Mathématiques
Mots-clés:	Bracket process
	Compensator
	Covariance of processes
	Dynkin's theorem
	Functional Central Limit Theorem
	Infinitesimal generator
	Intensities
	Martingales
	Normalization
	Online selection
	Optimality principles
	Poisson process
	Predictable process
	Squared variation
Note générale:	SCOPUS: ar.j
Langue:	Anglais
Identificateurs:	urn:issn:0304-4149
	info:doi/10.1016/j.spa.2004.09.002
	info:scp/8444236722